There is no winning or losing, but rather the value is in the experience of imagining yourself as a character in whatever genre you're involved in, whether it's a fantasy game, the Wild West, secret agenst or whatever else. You get to sort of vicariously experience those things.
Gaming in general is a male thing. It isn't that gaming is designed to exclude women. Everybody who's tried to design a game to interest a large female audience has failed. And I think that has to do with the different thinking processes of men and women.
When AI approximates Machine Intelligence, then many online and computer-run RPGs will move towards actual RPG activity. Nonetheless, that will not replace the experience of 'being there,' any more than seeing a theatrical motion picture can replace the stage play.
Of course as children, we all, in all cultures and societies, learn behavior from observation, imitation, and encouragement of various kinds. So by the suggestion made, we all 'pretend' most of the time.
Somebody said they threw their copy of Dungeons and Dragons into the fire, and it screamed. It's a game! The magic spells in it are as real as the gold. Try retiring on that stuff.
Outside of the mindless sitcoms that the networks thrive on, people able to think generally consider most entertainment is escape in one form or another.