I actually don't really like fantasy settings but, as you suggested, most RPGs have a fantasy setting.
I tolerated the fantasy and I like SF more.
I think the reason for this is that I'm a bit tired of orcs, goblins, elves, wizards, etc. You may find these archetypes in a SF setting too, but in SF there's a bit more freedom. You can add other characteristics and so on.
So in a sense I'm not really fond of the fantasy setting presented by Tolkien, but that's the basis for many other ones. Even the South Park one. THAT I can't wait to play!