That's also why in The Matrix (1999) the main character takes the red pill (facing grim reality) rather than the blue pill (forgetting about grim reality and going back to a happy illusion).

Aye I always thought the character of Cypher was tragic as well, his reality sucked so much that he'd consciously go back and live a lie he doesn't remember and then forget he made that choice.

The Matrix was and is fantastic on many levels.