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." When life is exciting you feel there is a bigger picture your plugged into and things fit together and have meaning. That's "good." That's why drama is immersion in a struggle of good and evil. Evil is when things are disconnected and everything is meaningless. Good is when things come together, and that's what you want.
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.
But there is a way to engage your רצון in real life in a way that doesn't crash after. That's what 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 a 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. They were able to bring the bigger world of "Good" vs "Evil" without open miracles that defied nature, or a climactic finish you only see in the movies. 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. The world was still complex and dark. But 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.
From Purim we learn to tap in to the epic struggle of "Good" and "Evil" that's going on in the world when things can seem random or chaotic. The ideals and the driving force that's connecting everything is the Torah, and Purim inspires us to accept the Torah with love because its the only way we can really engage our רצון that is sustainable.
The message of Purim to carry away is: Train your eyes to see the drama of "Good" and "Evil" in your life. There's no such thing as boredom. 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 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.