Yes and no. Playing a fix locked story with no choices that uses purely action to keep me... 'entertained', then no.
In something with some level of role playing, I will alternate between playing as myself in that world, and playing a personally-created character in that world.
Personally created character as its the only way I'll get to experience the whole story. If I play as me, I'll only ever take one route, every time. Because I know me, and I know the choices I would make. If I create another character, I can make different choices and still enjoy the game.
Playing as me, however, is a natural course of events. Escapism is a thing. It doesn't mean escaping myself though. I like myself. I like who I am. However, my spare time IRL is rather boring. So I escape IRL, and journey to another world to have fun. Why be me watching a boring reality TV show, when I could be me running around slaying dragons and griffins and solving murder mysteries?
Its also kind of me, and my family's, philosophy in regards to watching near anything. Why watch sports? I'd rather be playing them. Why watch cooking shows? I'd rather be cooking. Why watch reality TV? I'd rather be living life. Its the same in games. Why would I want to watch someone else kill a dragon, someone else be the hero, or someone else get the girl? I can get that in movies if I want, and they at least try to dazzle me with flashy set pieces and action, and an inordinate amount of comedy, in order to make up for how boring that type of drama is on its own [And this is coming from someone who loves romance movies and dislikes romantic comedies. Main stipend is that they're tragedies - happy romantic movies aren't really as interesting]. Can't watch a lot of drama. I'd rather be living it.
And that carries into games. Why watch my character make choices, when I could be making choices? Why watch some dude on screen kill a dragon, when I could kill a dragon?
Cover it in flashy set pieces and action, and yeah, I'll get distracted enough to not care as its obviously trying to be a movie, not a game, but I also find those games more boring.