Actually, I thought it made perfect sense. As someone who has spent a lifetime with crippling bipolar depression, I can personally attest to the fact that escapism into games - fantasy or otherwise - is certainly a very real option and choice. A middle-aged man that is battling with depression and self-loathing would certainly want to escape from time to time.
It might feel jarring to the player, going from a grim'n'gritty story about death and loss and depression, into a happy fantasy RPG minigame, but lore-wise it makes perfect sense.