I don't think "escaping" the physical reality is a desirable thing. Like one can't escape who one is, and certain things in life, one shouldn't escape anything - as other and smarter entities than myself said: resistance is futile.
However, since this physical world and reality that surround us are indeed an inseparable part of us, embracing it (or at least accepting its existence and inevitability) is essential for us to be at peace with ourselves.

I sometimes find myself in difficult moments, dealing with realities I don't like. I am overweight for 10 years now, following a hormonal issue, and while this was solved, I can't get rid of the extra weight. I was diagnosed with Rheumatoid Arthritis after 17 years of exhibiting symptoms (pain, mainly) and being ignored by the system. I had a few legal collisions with some psychos who decided to smear my name and sue me in any way they could. These are all tough things to deal with, and for a long while I did try to escape them, but in the end, it's impossible. One has to face their demons and facts of life in order to live better, feel better, and become better.
That said, escapism is not a bad thing in small amounts (2-3 hours of TV binge-watching here, a few days of vacation there, etc.).

Each and every one of us was dealt our hand of cards - the good ones and the not-so-good ones. We have to figure out how to play it. Ignoring the bad cards in our deck won't lead us anywhere, but trying to use them to get an advantage, or simply acknowledge that they're there, may even help improve one's general quality of life.