Fantasy is heavily pro monarchy. In basically every fantasy setting the king/prince/princess is morally good and want the best for their kingdom and its subjects and outsiders that try to change the status quo are the morally kicking dogs bad people. From there, is easy to slide into fascism.

They're tolkien DnD bros. Tolkien's racialising and pro-monarchy fantasy is where their brainworms come from.

Also japanese anime is absolutely riddled with pro-monarchy fantasy.

Their beliefs are all fantasy so they feel right at home in a made up world they get to write the rules for?

Can someone explain the "into DnD but also a Zionist" archetype? Why do I keep seeing geeks consuming very-much-not-fascism media, while siding with fascism irl?

Because they don't care. They do a good job at separating the art from the artist, and at times conflating the art with their own views. It's why a lot of bronies are weirdos and fash adjacent. Fascists think when people complaining about their lack of media literacy think every piece of media is anti-capitalism, but that's not true at all. Sometimes a piece of media is simply making fun of these losers with no deeper message and they still refuse to grasp it because they're unable to comprehend that conservatism doesn't create. At least nothing that's widely consumed nowadays.

Because they don't actually have any consistent belief. They believe that a state where everyone looks the same is needed and the ends justify the means.