In part it is because most of the “fantasy” fan base of the time was deeply religious. Whether they were moral people or not is another question of course.
St. Teresa of Avila, the mystic, was a notable fan of these epic romances.
I can imagine St. T at a modern anime con.
Cervantes’ anti-hero Don Quixote is immediately translatable to modernity. Imagine an old retired guy in Modesto, CA, with a tremendous comics collection, who one day goes nuts and imagines he’s a superhero.
What is important to realize is that humans are the only species that has evolved with a neurological capacity for mysticism. That neurological capability is at the core of wonderment and inquiry. Without it scientific inquiry and art would not exist. For example a cow confronts grass, eats the grass, exists and procreates but does not wonder why or how the grass grows or why it does not grow. A human wonders and comes to realize the necessity for water, minerals, soil etc and learns how to irrigate and fertilize. If the rains don’t come , he as a corollary of his mystical capabilities makes incantations to unseen spirits that control the rain. If his incantations work, he celebrates and eats but even in the face of starvation and imminent death he rarely loses hope of relief or some eventual condolence and peace in an “afterlife”.
Of course St. Teresa of Avila was a mystic. It is not surprising that she exercised her mystical capacities and needs by blending it with the prevailing Catholicism of her time. She was intelligent and the result was comforting theological insight for herself and others. Of course she had other primal needs and those were satisfied or perhaps sublimated by her love of the trashy novels and stories of her time. Boccaccio describes such figures and in a very literary way explores this theme.
Its forever amusing to witness how self proclaimed atheists and agnostics exercise their mystical capacities. Whether it be celebrity or earth worship, or Bolsheviks that destroyed churches and murdered priests but maintained their personal astrologers, the list is endless.
What is important for decent conservatives to realize is that the exercise of mysticism can lead to societal abominations such as abortion and socialism. The criminals leftists who sanction these atrocities are at peace with themselves. It is important to make them uncomfortable.