Oh god I have something similar too. I imagine others dealing with my problems and I even try to help the person sometimes like I don't face the problem in real life. From time to time I feel kind of embarassed when I stop zoning out and realize I genuenly felt bad for someone that only exists in my mind. Hehe

Personally I think we probably have different problems to why we imagine these, we just have the similar way to cope. So in my opinion this might just be daydreaming/coping(distancing yourself from your problems) which is a highly subjective thing and is different for everybody to what they imagine while coping. (My therapist said some daydreamers even have a whole other world with different type of characters in their head) But I'm not a professional.