Well, since you asked so nicely

Very simply, that a fantasy (in the sense of something desired) does not necessarily have to be something that person would actually want to happen in real life. Some aspect of it merely needs to fulfil a particular emotional need. In a fantasy, you can simply disregard the negative consequences of the scenario were it to actually happen and focus on the part that

For example, someone who trains in martial arts might have fantasy were they intervene in some violent situation and use their skills to save someone's life. Obviously, they wouldn't want that to actually happen in real life; they know in reality the situation would be dangerous and frightening, that their chances of coming out on top were well shy of 100% and that even if everything goes according to plan the person they saved would still have had an unpleasant and traumatic experience and that it would be better for all concerned if it had never happened in the first place. But in their fantasy, they can disregard all that stuff and skip straight to the part where they're being a hero.

Or you might have the victim of bullying who fantasizes about violently murdering their bullies - they don't want to actually kill them, they know that would be wrong and likely end up with them in prison. But it's an empowering fantasy that acts as a form of escapism from the dis-empowerment they feel from being victimized.

And so on.

So, just because people understand intellectually that Westeros would be a terrible place to live doesn't mean that visiting there in the form of a story doesn't fulfil some sort of emotional need on the part of the reader, and in that sense Game of Thrones like all fiction is fantasy in both senses of the word. We know that the lives of Tyrion, Sansa, Cercei et al are terrible and the fates GRRM meets out to his characters are frequently horrific. But their lives are colorful, interesting and they get to do things like take part in court intrigue, behead / poison / burn alive people who irritate them, lead armies, fight duels, have cool clothes and badass heraldry and say things like "I am a Stark of Winterfell" and have people take notice. They lives are about something, and while our lives are safe and comfortable they are in comparison mundane and trivial. They get to be part of a story.

Now that I think of it this was the same point another article from the same site made around the time of season 4:

Theon begins to sound not unlike HBO GO, HBO’s streaming service and hope for the technological future, which initially advertised itself with this tagline: “The story you could be watching is better than the one you’re in.” The ad campaign consists of people stuck inside banal, numb, modern situations — doctors’ waiting rooms, elevators with annoying people on cellphones, lunches with boring co-workers. These people are screaming inside, I am so not Robb Stark right now. This audience longs for the “authentic” experience that apparently only CGI, cable technology and graphic high-fantasy on demand can provide, and Theon too longs to be inside a better story. Theon is this audience’s proxy.
So, in summery: yeah, Westeros might be as you say 'an awful place with few redeeming qualities' but one of those redeeming qualities is that in Westeros you get to do cool shit like being the King in the North, and that's your fantasy ('daydream about something desired') right there.

In fact, rereading the article, the author makes *exactly* this point:

This is the other way that fantasies interact with reality: not historical realities, but psychological ones. Fantasies connect to identity, but in precarious and volatile ways. We can fantasize about things we don’t actually want (like, to take the terrible topic at hand, rape). And that makes fantasies scary. Fantasies can make us feel like we don’t know who we are.
You might make the valid point that this is just like any other story. But there's something a little different about Game of Thrones in that it repeatedly displays open contempt for fantasies (again, both senses of the word) by constantly suggesting that a common fantasy narrative trope is about to happen, then showing you what would 'really' happen instead (a trait most clearly exemplified in the character of Sansa Stark, incidentally - some of her stuff from Season 1/A Game of Thrones is *really* on the nose about this particular point), thus legitimising it's own fantasies (both senses) with a sense of realism and/or 'realism'.

The points that apparently caused you to stop reading were not in reference to Sansa's rape, but this tendency of the show to use brutality and violence to lend a sense of verisimilitude to it's fantasies (both series), and make them seem more real, more authentic and therefore more satisfying, the 'dark personal fantasy'.

What the article wants to know is, what is it about Sansa's scene that caused everyone to lose their shit where they haven't through the past four seasons? About which it concludes; because it makes us feel complicit in the whole thing, we enjoy the show because of it's 'gritty realism' makes our fantasies seem more real, then puts us in a place where the only character we can possibly empathize with is forced to find out just how gritty that realism can get. Then it leaves the open question of whether or not it is saying something useful by doing this.

I don't know that I agree, I just thought it was a more interesting take on the whole thing than the usual 'showing any kind of rape is wrong because it means the creators think rape is a good thing!11111'/'noo, it's super realistic because a woman couldn't leave the house without being raped at least five times on the way down to the well in the olden times!!!11' derp-fest.