Thank you ted for pointing out this fact.
Personally, fantasy is affected my life in 2 ways :
First it puts me out of reality and the more I'm out of reality, the more I'm afraid to come back in it.
Second, when I'm living in the real life, I'm never satisfied even if I do something good or if something good happens to me because it would always be less perfect than in my fantasies.
So I agree a lot with what you've said, if you have done some progress in this area please let me know