We like fantasy for the same reason that fantasy is hard to read: the learning curve. Starting a fantasy book can be tough because of how many new names, concepts, societies, religions, and laws of physics you have to learn and get used to. Epic Fantasies, with their dozens upon dozens of characters, are even tougher in this regard. And so, after investing so much energy into becoming an expert in the world, we want to get a good payoff and be able to USE that expertise. This is why series books tend to sell better, and why fans clamor for sequels to standalone novels.