I think it also has something to do with the bourgeoisie wanting an escape from bourgeois problems. This is one reason why stories like Game of Thrones or even Dune (space feudalism) are so popular. Capitalist class struggle infuriates the bourgeoisie, since they are so obviously the bad guys, which means that they prefer to escape to simpler times, when the bourgeoisie was the underdog, and the evil, petty, but entertaining feudal ruling class was running things.
I used this series for research. It’s on YouTube now. There’s hundreds of episodes.