Purely functional sex isn't much more than a chemical reaction or an animal instinct.
Fantasies are what make us human! They show the complexity of the human brain and our emotional need for sex. Unlike animals, we have sex impulses all year round, without prolonged barren periods.
Fantasies are like an erotic film collection in your head: guaranteed to turn you on, and great for boosting your libido and making you think ahead to what's coming!
Fantasies feed your sexual desire and keep it alive, especially through long years of domestic bliss, when sexual boredom can strike.