Do you think your stories (and fiction in general) is "pretendy fun times/ play pretend" and your characters are "fake people"? Why yes or why no?
I am not playing pretend when I am writing. I do immerse my readers in the setting, but I am not my characters either, and I do thorough research.
My characters are not fake people, even if they are the fruit of my imagination. They could have existed in truth, just that they aren't written in chronicles ;) They would have been fake (for my historical fiction) only if they had laser guns and space ships in those times (and even then they could have been OK for science fiction or so). As long as I research a lot and I put a lot of thinking in writing my stories and characters, they aren't fake and play pretend. They are just... stories. They aren't physical, but they are real in the way that art and music are real. I don;t think fiction is "just lies' / untrue/ fake.