Quoting Eliezer Yudkowsky
If I’m going to be happy anywhere,
Or achieve greatness anywhere,
Or learn true secrets anywhere,
Or save the world anywhere,
Or feel strongly anywhere,
Or help people anywhere,
I may as well do it in reality.(originally from the book Rationality: From AI to Zombies)
Elizier talks about how we assume that if we were in an alternate universe, e.g., with magic, we'd study magic and become heroes . But in that universe, magic would be real. So, it would probably lose its excitement and be just as mundane as what reality offers. So if you imagine yourself a hero in that alternate universe, why not be it in this one?