Humans have brains and are social creatures. Brains love processing information. Learn from things that happen to people around you or even fictional ones. Are curious and want to connect information. Also we're built to empathize with others to be able to form groups/a society. We will even empathize with fictional characters and inanimate objects that have big eyes and a mouth.
Evolution gave that to us. We wouldn't have survived as a species if we had cared zero what happened to our neighbours. A story about Harry Potter is probably on the same level for our brains.