I'm a big fan of games. I think a good game can be a nice distractor (a distress tolerance skill) when we need one, can be a nice reward if we're struggling with motivation (an emotion regulation skill) and help us practice mindfulness if we're, umm, mindful while playing. I came across this article a little while back which highlights some of the reasons games have the effect they do on us.
People who experience immersion tend to only consider choices that make sense in the context of the imaginary world. Someone immersed in Red Dead Redemption, for example, might be more likely to use travel methods, like stagecoaches, that make sense within the game, instead of methods that don’t (like fast traveling from a menu screen). People immersed in media also tend to enjoy it more.
It's not "research" in the sense that there's no hard data, but there is some sound theory in the reasoning and a couple of links to relevant research articles.