Fiction is meant to be interesting for the reader/viewer. However, if your real life is interesting to watch then it likely sucks for you.
If someone made a movie or a TV show about me, the audience would fall asleep.
When watching fiction, we want the characters to suffer. We want there to be some kind of problem for them, some kind of enemy to fight, a reason for the main character to hate the enemy etc.
In the wedding episodes of FIM, we see Twilight going to the wedding, getting suspicious of Chrysalis (disguised as Cadance), confronting her, getting almost killed by her, then having to escape the dungeon in a dangerous cart ride. After that, Twilight and Cadance confront Chrysalis, they have to fight multiple changelings etc, before finally winning.
Imagine an alternative version of that episode. Twilight goes to the wedding, there is no disguised Chrysalis, no danger, the wedding proceeds as planned and they all have fun.
Which version would be more interesting to watch? The one where the main character has to overcome danger and save the day or one where nothing really happens? Which version would you prefer if you were Twilight and it was your life, not some TV show? Would you really want to have to fight some powerful enemies instead of celebrating the wedding peacefully?
The only piece of fiction that is not awful for the characters (that I know of) is Lucky Star. It is slice-of-life anime where the characters pretty much just talk all the time and nothing happens.
This is why I would not really want to live in some fictional world - they all have problems and a lot of those problems are worse than in real life for most people. I guess, in some fictional worlds, if you stay away from the main characters it may be OK, but in others, not so much.