Yes, I have the same problem(?) Not sure if I consider it a 'problem', because I enjoy escaping into my own little world, but it definitely can lead to dysfunction, because I don't want to come out of it.
I view it as a hobby much like any other (I enjoy writing stories as well, it's not so different from that) - and as long as you keep it reasonably under control, and it's not causing huge problems in your life, I think it's perfectly okay.