1. Stories take you into another world. Sometimes that world is this one but we see it in a light we've not considered before.
2. Stories show you a wide range of characters, some of whom you'll love. Others you'll love to hate of course but all of them draw you in and make you feel something!
3. Stories, when they convey messages/morals, do this subtly. The writers rightly don't want to lose their audiences by preaching. Subtlety generally works better in any case. It is better that the reader works out what the message/moral is and have their own lightbulb moment. The message hits home all the better for the reader working it out for themselves.
4. Stories entertain. In what is a mad world, the escapism element shouldn't be despised.
5. Stories can show you different aspects of history and culture from around the world. (I find it fascinating how so many of our beloved fairytales go back such as long time and there are many cultures which have very similar versions to the ones we know).