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Well, the short answer is no. And it's not because gaming is any better than other forms of entertainment, but because some stories can only be told at there best as a role play and some that can be only really be told as a non-interactive narrative. Gaming is all about the role play, whereas TV shows, films and books as non-interactive media are all about observing a story. Games are about literally playing the narrative and being the protagonist, whilst TV shows, movies and books only grant you the role as an observer. Whether that means being the selfless hero or indulging the darkness as the power hungry villain, or whatever. Whether we want to admit it or not, we all have fantasies about being both and that's why fiction lets us be both, but there are some things that nobody, even in great stories, nobody wants to role play with. For example, you couldn't have a video game based of Lolita. A classic novel turned into a movie not once, but twice. The first of which directed by Stanley Kubrick of all people. But that's not the point, the point is that story makes you sympathise with it's main character despite him being guilty of having a sexual relationship with his underage charge. That is something that would be pretty much impossible to do as a role play because nobody (with any moral fibre, at least) would want to role play that, but it does work as a story being observed form the outside. Beit film or book, that story demands time to let you sympathise with it's main character, time a role play just can't offer as it takes being so far into the story, and that's if you ever sympathise at all. There are stories that can work as both a video game and as a non-interactive filmed presentation (The Last of Us being a recent and fine example), but there are also some stories that just don't. There are also stories that may only be fully effective as a role play. I'd suggest open world RPGs like Skyrim as an examples. Film as a media and modern video games as a media have similarities, but some very crucial differences as well.

Momentarily, it can help to take your mind off things but I don't think it really helps long-term if you don't try to address the root of the problem.