Escape, answer #3--Curiosity
While answer #2 is the main response I'd give someone questioning me, as I was thinking about the fact that I enjoy real-world stories set in unfamiliar cultures, it occurred to me that curiosity is really a big part of why I like the stories I do. You see, when I say "setting" and when I think about worldbuilding, a bit part of that for me is cultural. I like surprising and evocative geography--a world that's made of hedges, a city that's suspended on chains, a nation carved into the sides of a giant cliff, a city that consists of a handful of trees, each big enough to house millions--what especially interests me, what especially makes me curious is how that aspect of geography influences the cultures that spring up there. I want to dig into their assumptions, their rituals, their habits, and see what these might mean to them.
Similarly in the real world, I'm curious about peoples and cultures that are different from my own. I've read books that I've enjoyed set in all kinds of sub-cultures and settings, and those experiences have expanded my understanding of people...and even of myself.
There's a danger in being drawn to such different types of settings. What I don't want is for it to be a kind of patronistic touring of these exotic others. Whether they're a real-world group or something imaginary, that's not something I want to encourage in myself. I'm not sure I have any short-cut way to avoid that, but I suppose the key is to be aware of this pitfall and to actively try to understand these various cultures, to insert myself into them and see what that ends up saying--about them, about myself, and about being human in general.