Using your imagination and empathising with people from different backgrounds isn't a bad thing. It's just many people are unable to accept that some people can take themselves away from their own self-oriented lives and try and become someone else. It's "obvious" that this is a bad thing, but then again, is it? We all find things wrong with ourselves and sometimes we wish to change. It may be argued that to change you need a róle-model, but it is currently the fashion to deny and denigrate that people can rise above the norm and "aspire to higher things." The road to self improvement is a rocky one and people need all the help they can get, so, if you lack róle-models then create your own!
It is also often argued that róle-playing games create and promote the use of violence in everyday situations, but then I would argue that for every nutter who hits people with a real sword, there's a whole group of people who realise that sometimes violence isn't the answer to personal conflict. Many companies spend thousands of pounds to promote the use of teamwork skills. I think the money might well be better invested in some silly clothes and a good AD&D book.
People also argue that RPG's encourage Satanism and stuff like that. My only response is to regard these people with a quizzical look. How on Earth can you make the leap from fantasy to ah, more fantasy. Has anyone actually MET a satanist? Does anyone know what they really do? What basically it boils down to is that things like RPG's and such give you a chance to explore the last real hospitable unopened world, the inside of your mind.
"Hey I've got a problem with that!"