I think we go to movies because we are not happy with the life we have planned (or that has been planned for us), and we’re seeking a new way to see things / a new way to live. Some people say that movies are a form of escape, but the opposite is more true — often the life we have planned is the escape, and movies present us with a glimpse into our possible future.

Even when the protagonist fails or doesn’t change, the audience can experience growth and hope.