.... like There Will Be Blood, or The Proposition, or something as utterly grounded in brutal realism as Claire Denis' White Material,....
I tend toward the idea that there's not just fairy tale escape but also the escape that comes with the idea that things COULD be MUCH worse, a kind of negative escape.
Having watched innumerable horror movies in my life, as well as crime movies, war movies, disaster flicks, etc, I ask myself why. The answer is that, for the moment, sitting in my basement with a beer and chips, while I watch Tokyo being stomped by a giant, fire-breathing reptile, I know that, whatever my current complaints are in real life, they're way less significant than those unfortunate Japanese people being stomped or incinerated by Godzilla.
I don't live in the Wild West, there are no escaped lunatics in my neighborhood as far as I know and the dam a couple blocks from my house probably won't burst today since it's not raining.
All things in life are transient of course, but those movies where people, due to no fault of their own, are being ravaged one way or the other, natural or supernatural, can remind us that things really CAN be worse.