As someone who part watched the series, but watched all the Rebuild films, I'd say it wasn't just escapism but depression itself. Hell the film titles spell it out (you're not alone but you can't move forward and you cannot redo your actions), the final film not using the number 4 was a good way to end it (you can't redo but you're not alone)

One of the most powerful scenes was just Shinji sitting down, slowly coming to terms with everything, knowing there's no quick fix he's got to face it head on, not run away.