Isn't that why we left where we were and incarnated?
Nobody has ever left anywhere, from what I can see it's simply a matter of going unconscious. You can say that, but just because you have a body doesn't mean you have to fixate on it. To put it another way, you can dream and believe everything in the dream is real, or you can have a lucid dream - I suppose in some ways it's more fun to believe everything, but there's something to be said about knowing that it's not real, or that it's just a matter of identification. Going back to the metaphor of a movie, it would be like going from a suspense to a comedy I guess. You can't get into a suspense, a drama or anything serious unless you believe in it, but a comedy on the other hand is just as good if not better when you see it's just an act - or that the joke is that it's an act taken seriously.