I need to have my life in order in order to be able to be able to enjoy entertainment.
For my 22 year old bald self with boobs and zero self-confidence, watching those TV shows would have been torture, because I'd constantly be thinking "well I couldn't be that person!" and it's not only related to looks.
Of course I wouldn't be able to fully step into the shoes of Jimmy 'Chad' McNulty, but thanks to my bachelor period, I can partially relate to the guy's experiences, limited to his dating life of course, I'm not saying I can relate to his stressful life as a cop.
I don't view entertainment as an escape, I think those stories help me live my own life better. It's not uncommon for me to pick up behavior patterns from certain fictional characters if they fit my personality, I've done that with friends and other people I meet in my daily life.
I watch to learn, not to escape, because I don't actually want to escape from my own life, I think my life's pretty cool.
Also, the anxiety I start to feel if my life is not in order becomes rapidly overwhelming for me, and it makes me unable to concentrate on anything really. That's why the NEET lifestyle would never work for me, I'd go insane after a couple of months.