Escapism is, by its very definition, 'masturbatory fantasy indulgence'. How are the zillions of stories where the hero saves the day, is loved by everyone, finds true love, etc., any different? They're blatantly pandering to the audience for easy up votes.
Simple. Because they don't preport to say anything about the actual audience. They're not concerned with how or good or bad, competent or clueless anyone is. It's irrelevant. It's not what the story is ever about. They're concerned with one character and perhaps his friends. The protagonist.
In contrast, stories like ASOIAF are always entirely about the audience. Whatever 'compliment' the narrative gives isn't to some vague notion of the hero that the reader
might become if he makes the absolute most of himself. It's to the reader right now. As is. It's "You, the person reading this book, are 'pragmatic' and 'capable' for nodding along." Hence their popularity.
There are plenty of real heroes in our world. They're a minority. They don't always win. They're not perfect. Pretending otherwise is a disservice, to them and humanity.
Absolutely nobody is pretending or claiming they 'always win.' And I frankly struggle to see how a person would conclude as such.
In pretty much any heroic story, how many bodies do you come across of presumably innocent people massacred? How many 'good' soldiers do you see get killed by the orcs or dragons or enemy soldiers or whatever? How many 'good' side characters do you have killed off?
Dozens? Hundreds? All those people certainly did not 'win.'
In fact, if you stop and zoom out, the settings of the most 'cynical,' for lack of a better term, and the most 'heroic' stories are incredibly similar. Both nearly always have droves of good people being killed or forced into slavery or whatever. Both have corrupt officials abusing their power, both have widespread suffering.
The only difference is which part the narrator points to and says "This is meaningful."