Stories are very important to me. I usually find myself reacting more strongly to fictional stories than to things that happen in real life. By controlling the way a story is told, the audience is pushed into feeling however the storyteller intends, assuming the storyteller knows what they are doing. Events or characters that normally would not be interesting can be made interesting by the storyteller's techniques, and stories can make people feel that they've experienced things that they really haven't, like fighting in a war or turning into a cat, or even getting to know, or even love, a person that doesn't exist in our reality. I also like using stories to expose people to new ideas or to my viewpoint of the world, and to make them feel what I feel when I come up with stories.
At the other end, art can put people in a position that they might not otherwise ever occupy. An individual image can create an entire world in the mind of the viewer and put them in that world. I particularly enjoy the horror genre for showing people scary or disturbing things/ideas, I think because of my view of the world and a desire to show the easily-satisfied, mindless zombie masses the truth (although it's also true that I tend to find most kinds of monsters visually and conceptually pleasing). I also love science fiction for showing worlds that currently do not exist but are theoretically possible, or even likely in the future. By the same token, I only find myself interested in fantasy when the storytelling techniques are strong enough; things have to be based in reality or I don't feel a connection. Basically, art can give people strong experiences that they otherwise would not have, potentially affecting them for life.
Everything outside of that would simply fall into pure aesthetic pleasure with nothing more behind it (not that there necessarily needs to be).