I'd take it even a step farther. Not only is a novel or show a realized thing while an RPG incorporates unrealized potential, there's also the degree of closeness and participation. When I read Game of Thrones and its sequels or watch the show, I'm fundamentally a passive witness to the events that unfold. They may emotionally move me, but I'm still buffered from the experience - I'm not experiencing it as a participant or have a hand it its creation. But when I play an RPG, I do have some degree of participation, my PC representative is living it, I'm less buffered from the experience.