To paraphrase something said of Aesop's fables, talking animals not existing doesn't mean a tale with them has nothing to do with reality. Another text I could refer to here is J.R.R. Tolkien's famous rant against allegory and for applicability.

My convention campaign centers around tensions between native islanders and imperial colonists, tensions between pagan beliefs and organized religion, and people fearing plague and changing climate are signs of the end of the world. The peoples and religions are invented, the plague is of vampirism and climate change is caused by wrath of God, but one would have to be blind to not see any similarity to reality.

Beyond that, both as a player and a GM, important part of my creative process is learning about real myths, real history, real science and using that as inspiration. My own experiences are also a source of inspiration for me, so whatever surreal or fantastic thing ends up in a game, it has it roots in reality and for me, personally, points to something specific, even if it is obscure to other players.