It's like rape fantasy fetish. You DON'T actually want to be raped but enjoy the thrill of pretending. This is the same thing; it's the thrill of the fantasy not the desire to actually do it.
Or any other non sexual roleplay for that matter. Ya'll bitches never done a murder mystery weekend? It's fun to pretend you are in a swanky 1950s mansion with a serial killer murdering a bunch of people and trying to figure out who it is but I sure as fuck don't want to be in that situation IRL.