If there was fantasy fiction that wasn't escapist enough, it didn't sell as well.
[Citation massively needed.]
The best-selling fantasy fiction and the most escapist fantasy fiction don't correlate particularly well, certainly by normal definitions of escapist - i.e. distant from any realities of our world and/or history. A Song of Ice and Fire is rather less escapist than most fantasy literature, I'd argue, given that the people in it behave in deeply human ways, really the worst human ways a lot of the time, there's no "fun magic systems" and little "deep lore" to get lost in (in the original books), there no nonhuman races to Ohhh and Ahhh over (well, hardly), and even the great apocalypse of the setting an apocalypse that is common in basically real-world settings (zombie apocalypse). There's politics, there's racism, there's misogyny, there's homophobia, and so on.
That's not to say it's not escapist at all. Obviously it is.
But compared to a lot of fantasy? It's very low on the "escapism", and you're clearly agreeing that there is a degree to escapism, because you talk about "escapist enough". If we graded fantasy from 1-10 on "escapism", I wouldn't rate A Song of Ice and Fire about a 4/10, relative to other fantasy.
Some best-selling fantasy is extremely escapist. The Stormlight Archive series from Brandon Sanderson is drastically more escapist than, say, his Mistborn series, and it's basically a giant ultra-long-form adventure-story full of elaborate magic systems, overcomplicated lore which involves entirely separate books not even set in the same "universe", frequent flashy superheroesque fights, and so on. It does touch on some less escapist themes, but even then buries them under layers of difference, and/or get a bit weird about them (kind of excessively apologist re: slavery, for example).
Before anyone points out that you can get lost in any book, I agree, but what the claim was here is that degree of inherent escapism is linked to the success of fantasy. And I can go on about this at some length, but I think it's relatively easy to see that that's not in fact the case, that in fact there's no correlation at all between how escapist a work is and how successful it is.