Do you think they immerse themselves within anime because they have no social skills?
Or do they have no social skills because they spent their youth obsessively watching anime..
Probably both. Also, look at a lot of "slice of life" anime. Or "harem" anime. Many of them feature loner protagonists with social anxiety (or a lack of desire to be social) and often have oddities that turn them off to "normies".
In these animes, odd, quirky friends and love interests practically fall out of the sky into the protagonists' lap (in a couple anime, this is quite LITERALLY what happens) In many cases, one or MORE of the characters instantly fall in love with the protagonist, and spend the entire series trying to jump his bones. The protagonist is a kindred spirit with these incels. Because he doesn't know what the FUCK to do with this bevy of beautiful women who suddenly want his heart (translate: his dick)
And they wish SO BADLY that it would happen to them. They want their lives to BE Tenchi Muyo or Urusei Yatsura. And they're angry with the rest of the world because it's not.
Hey, I'd love to be Batman, but you don't see me calling everyone a cunt because I wasn't given a batcave
To be fair, you'll never know if that streetwalker is an undercover cop or has people ready to rob of you belongings. It's not that some of them don't want to pay to get laid, the risk is too high.
So go to the Bunny Ranch in Vegas, where it's legal. That removes the concern of being jumped by a pimp AND the concern of being arrested, it relatively removes the worry of STDs (since the women there are tested regularly), and hey, you can have a little vacation in Vegas, even if you go for like, just a weekend. Plenty to do and see there (besides the hooker).