Personally, as opposed to having metal help me escape reality, it rather helps me FACE reality. Escaping is the easy way - but broad is the path of destruction.
When I listen to good metal I learn and focus on myself and who I am and generally become more tolerable of whatever bad situation I may be in. I also have a gigantic span of different moods, which are all active at the same time somehow, so I can usually put on a compilation of some power metal, doom/goth metal, black metal, technical metal, whatever, and just immerse myself within it. I have a theory that much of the time if a person strongly dislikes a certain band for whatever reason it is because they cannot relate to the statement the music is making - i.e. a very calm, somewhat sheltered person without a wide range of extreme emotion probably will not understand thrash or death metal. The thinker or musician who has a wide span of emotion in a narrow range most likely enjoys progressive metal the most. Many trendy sheep are abhored by underground metal yet thrilled by superficial commercial garbage, and you'll find that much of their personality thusfar is superficial as well. Your emotion lends itself to what you listen to and that's a key factor in truly enjoying music - speaking the language, because music is an expression and a form of communication. So, as I mentioned, I have a million emotions going on at once at all times and so I enjoy many many types of music and especially many types of metal. Metal is really one of the only forms of music that can encapsulate extreme emotions so well, and in this I find strength to move on within it's helping shelter.