Okay. I've been looking at this and carefully measuring how I want to respond since the post first popped up, and I think I've got it. Apologies in advance for any rambling or incoherency.
I suffer from both anxiety and depression. The latter comes and goes, but the former is pretty much a constant. New Leaf is basically an interactive comfort item for me. It's soothing in the same way a blanket and a cup of hot tea are soothing. It gives me a space (albeit a virtual one) in which I have control over things, and there's no real consequence for screwing up (aside from time travel accidents, but I am so careful about that - or somebody plotting in a bad spot, which I am less concerned about). It's something simple and safe.
I'm also a closeted, queer trans man living in Mississippi. Being out offline would be dangerous for me at this point in my life... so playing as a guy in video games is the closest I can get aside from when I'm hanging out privately with my fianc? and/or the few friends I'm out to. Not only that, but I can have my mayor wear "feminine" clothing or dye his hair pink and still be treated like a dude. That's a big deal to me. I like "girly" stuff, and the thought of having to completely give it up in order to pass sucks. In New Leaf, I don't have to worry about giving it up. Whether I'm wearing a leather jacket and jeans or a frilly dress and a hair ribbon, Kapp'n is still going to tell me I should become a wrestler.
I do have friends both on and offline (though I only get to hang out with my meatspace friends once or twice a month at most), and I have a pretty great relationship with my mom and my little brother, but Animal Crossing is still important to me in a lot of ways... and even though I know my villagers aren't real, they're still my little buddies! I get all sorts of warm, fuzzy feelings for them. I get attached to them, just like I do to characters in other games. When one of them says or does something particularly cute/funny/ridiculous, I send pictures to my friends. I am invested in Matcha and its denizens, and I don't think there's a single thing wrong with that.
As long as it's not taking over your life, use whatever coping mechanisms you need to.