Your unknown but totally benevolent entity means no harm; in fact, the entity constructs a beautiful city brimming with economic, educational, and social opportunities for all. Sure, things might go wrong occasionally, but what magically created city is perfect? Your awesome entity plucked you out of your timeline to offer you the absolute best life ever. What? You didn't want to live here? Are you crazy? Okay, okay. Your cool entity will try to get you back home. Um, no promises, okay? Magic isn't always reliable.
I would not want to live in a world without dragons, as I would not want to live in a world without magic, for that is a world without mystery, and that is a world without faith.