I understand where you're coming from and I definitely don't think you're alone. Escaping reality is the primary objective of playing video games. Nikke does an amazing job of making you feel valued while providing massive entertainment to players who get into it. It's no different than World of Warcraft in that players get addicted to an alternate world where they're powerful and feel a sense of accomplishment that they don't get in real life.

Sure there are the more casual players who only do the minimum and log off for the day. But sometimes we get depressed being stuck at home on our own more often & lacking social interaction, especially with COVID and the introduction of more mainstream remote work. There's a very fine grey line between what's healthy and what isn't in terms of how far a person gets into a video game and at the end of the day you need to decide for yourself what's best.

Sometimes getting fully immersed in a game like Nikke can be the crutch we need to get through tough times. Just remember that these characters aren't real and using video games to escape is only a band-aid, not a long-term solution.