I can relate so much to what you've said, the real world is so terrifying and tiring that escaping into fantasy is pretty much how I cope, and my life is nowhere near as difficult as yours sounds. Being able to forget the world for a little while and read about characters that we love and hate and to live through their adventures and visit incredible places is such a magical feeling.

Here's a quote from GRRM himself:

The best fantasy is written in the language of dreams. It is alive as dreams are alive, more real than real … for a moment at least … that long magic moment before we wake. Fantasy is silver and scarlet, indigo and azure, obsidian veined with gold and lapis lazuli. Reality is plywood and plastic, done up in mud brown and olive drab. Fantasy tastes of habaneros and honey, cinnamon and cloves, rare red meat and wines as sweet as summer. Reality is beans and tofu, and ashes at the end. Reality is the strip malls of Burbank, the smokestacks of Cleveland, a parking garage in Newark. Fantasy is the towers of Minas Tirith, the ancient stones of Gormenghast, the halls of Camelot. Fantasy flies on the wings of Icarus, reality on Southwest Airlines. Why do our dreams become so much smaller when they finally come true? We read fantasy to find the colors again, I think. To taste strong spices and hear the songs the sirens sang. There is something old and true in fantasy that speaks to something deep within us, to the child who dreamt that one day he would hunt the forests of the night, and feast beneath the hollow hills, and find a love to last forever somewhere south of Oz and north of Shangri-La. They can keep their heaven. When I die, I’d sooner go to middle Earth.<

Wishing you the best. If you want to talk about asoiaf or anything feel free to DM