Well we do, but we also live in a world of laws. Because the baddies are protected under the same laws killing them isnt an easy option.
Thats probably the largest difference. In a "fantasy" game not only are the bad guys not protected in that way, but they are actively hunted.
There are a few games which are the exception.
What seperates Sci-Fi and fantasy is that Sci-Fi is grounded in principles of science where as fantasy is made up. Star Wars is a good example of this. Things just tend to work and if they dont you get out your hydrospanner. But there is no real explanation behind why they work.
Although typically when you say fantasy most people will think of Swords and Sorcery.