Fridge Horror: Yeah, it's a lighter game then Changeling: The Lost, isn't it? There, you play someone who escaped Mind Rape at the hands of alien gods, while here you're fighting to restore wonder and hope...and will explicitly lose due to metaplot saying so, and you won't live beyond your thirties unless you go Dauntain. Hence, why a lot of players think Lost is actually the more hopeful game.
Fridge Logic: Banality brings about a lot of this. Why, for instance, are scientists Banal, when they are often noted as some of the most imaginative and creative people around in Real Life? Why does growing up rob you of Glamour, when people not suffering clinical depression have been repeatedly noted to retain their dreams and hope throughout life, as noted in psychology?
A lot of this has to do with the game being set in the Old World of Darkness. While each game can be played as their own universe, a lot of the fluff and metaplot do involve the other races. The setting is often dark and depressed, and with the Weaver and various other forces suppressing humanity, dreaming is extremely hard.
Misaimed Fandom: One of the oddest examples of this happening. There is an actual society called the "Otherkin" who believe that they were mythological creatures in previous lives. They thought that so much of the game was spot on that they concluded the makers of the game were in fact Changelings themselves. One of the developers of the game went out of their way to deny this.