I don't fantasize about it, but I do go through mental rehearsals to discover weak spots in my different plans. I do spent a lot of time thinking about how to minimize any negative impacts my absence might have on people who are important to me. It doesn't provide me any pleasure, though, and it doesn't feel like an escape for me.
If anything, I get a little bummed out by realizing just how few people would even notice that I am gone, and how little subset of people within that who might care would have to change their lives. I think that it would be best compared to a scab falling off, most would be hard-pressed to notice just when it has happened.