If perverse fantasies make us more perverse, would holy fantasies make us more holy?
In other words, is it the content of fantasy worlds that change us, or the very act of living in a fantasy world in the first place?
In Japan, they use the word "otaku" about a person who spends his free time reading comics, watching animated movies and playing computer games. This lifestyle has exploded there, and is spreading rapidly in America and Europe as well. In Japan, "otaku" is a very negative word now, but in America it is considered neutral or positive. (They word has been borrowed from Japanese. It is more specific than "geek", which could also be obsessed with this-worldly things like science or languages.)
I personally believe that a process of dissipation will necessarily set in if the imaginary world is lower than the real world. That is to say, if it functions as wish fulfillment, or gives a false temporary sense of being powerful or important. You will notice that higher worlds have the exact opposite effect: They fill you with awe and make you feel small, but they center you and leave a resolve when you return to daily life.
Even though I say these things, I think the content of what you immerse yourself in makes a difference too. I do not know this for sure though.