Gillibran Brown quotes:

I guess that's where faith comes in, the faith of a child to believe in Santa, the faith of an adult to believe in God, maybe faith is what makes something real? Maybe Rose had believed enough to create her own afterlife, maybe that's the reward of faith...

They're simply seeking an interlude from emotional pain and searing mental agony, a sleep from which they'll awaken to discover they're the person they always wanted to be.