You identify with the hero, his ambitions, his desire to survive, and the evil of the antagonist. You want to know what happens next, but the pleasure of it isn't as much in finding out what happens as being immersed in the world of the story. And the way you experience that immersion is identifying with the struggle of "good" and "evil," however they may be defined by the story.
There are different kinds of desire. One kind is wanting to getting a satisfaction of some pleasure, like the physical pleasue of icecream, for example. Another kind is a desire to be totally immersed and connected in something.
I think what pulls you in to drama is what the Torah calls רצון. It could be translated as desire, but it's really much more than that. The Torah uses the word נפש, or soul, (אם יש את נפשכם Genesis 23) to mean רצון. It means a person's ability to connect. The נפש connects a person's body to his soul and links him up to his life source. To desire something with ratzon is like putting your very soul into it - it is a much deeper desire and pleasure that makes you feel life is exciting. Kind of like being in love. Love is more than just having a physical attraction - your whole sense of self is immersed in it and connected.
The fulfillment of רצון is called "good." The way you feel life is exciting is that there is a bigger picture your plugged into and things fit together and have meaning. That's "good." That's how drama is immersion in a struggle of good and evil. Evil is when things are disconnected and everything is meaningless.
Of course, we know that once the binge is over, you can't do much to keep it going besides joining a fan-club and reminiscing with other geek-fans. The whole world you were immersed in was a fantasy. If the only way you get this kind of pleasure is through fantasy, you're likely to get bored, and be nostalgic, and possibly even get addicted.
Purim is about the drama of real life. A drama feeds you a series of events in a certain order, and from a certain perspective to draw you into the story and struggle of good and evil. Megillas Esther is a revelation of how a series of mundane events were actually an epic struggle of good vs. evil. Mordechai and Esther were able to follow the story and connect the dots. But the whole point is they were able to bring this bigger world of "Good" vs "Evil" without open miracles that defied nature. Even after the triumph of Mordechai over Haman, the world remained in a state where the Torah reality was hidden. Esther was still married to the non-Jewish, corrupt king Achashverosh, and Achashverosh still maintained his seat of power over the whole world. They brought out the drama and showed there was a battle of a connected, meaningful world view vs. a nihilistic, random world view, even without seeing a clear and total triumph of good vs. evil.
The miracle of Purim was accepting Torah out of love. In other words, a revelation of "Good" and "Evil" from a Torah perspective in a way that you could be totally immersed in the drama of it within the real, mundane world that we live in that can seem random and disconnected to the untrained eye.
The message of Purim to carry away is: Look for the drama of "Good" and "Evil" in your life. With Torah, real life is a riveting experience that you can put all your heart and soul into if you're looking through the right lenses. You can be immersed in the drama of real life and the struggle of Good versus Evil, and get a profound level of pleasure from just being alive. You just have to be open to it, search with wisdom, and listen to the inner desire to immerse yourself, body and soul.