Why should we explore our fantasies and (sub)conscious desires?

To answer that question, we have to ask another question.
Why do we have these fantasies that sometimes seem to arise out of nowhere (and try as we may, cannot control how and when they appear)?
There are many reasons and theories. One of a few that I hold to be personally true is this:
I believe that we have an internal compass inside each of us that’s always pointing us towards balance.
When our external world goes too far in one direction, our subconscious plays out a day dream
To remind us what we need right now to bring us back to center..
So all our fantasies are speaking to1us very directly and explicitly a need from within.
The fact that we get off on this fantasy further drives this point, drives us even further to seek this release.