"Fairy tales, then, are not responsible for producing in children fear, or any of the shapes of fear; fairy tales do not give the child the idea of the evil or the ugly; that is in the child already, because it is in the world already. Fairy tales do not give the child his first idea of bogey. What fairy tales give the child is his first clear idea of the possible defeat of bogey. The babe has known the dragon intimately ever since he had an imagination. What the fairy tale provides for him is a St. George to kill the dragon."
G. K. Chesterton
I think maybe what resonates in fairy tales and fantasy stories (at least for me), is the idea that ordinary people can do amazing things! Yes, some have the help of magic and such, but most of the time the villains are defeated by someone who simply needed to realize how strong they actually are on the inside. And that good will defeat evil!
That's true for us too. That's why it resonates. Because we need reminded that we are all: ordinary people learning that we have the power to do extraordinary things!