I do, however, add a kernel of realism to all my books, worlds, and characters. My brand is about multi-genre paranormal stories but if I were to put a second classification to that I would add Urban Fantasy. The magical world my characters live in is usually a hidden layer, a sub section of real society. The characters could literally be your neighbors living a secret life, hidden from humans for the safety of both the supernatural and human society.
The Winters Saga is based in Phoenix, Arizona. And while all places are fictional the background of the story makes your feel like you're there. The Mystery Springs series is based in a fictitious town in Colorado called Mystery Springs. The town is built as a normal small town would be around a secret hot springs (which Colorado is famous for - hot springs that is, not secret). My third series which is in the creation stage right now is located in upstate New York.
The characters I write are humans with extraordinary abilities, supernaturals trying to be human. At least that's the focus I have in mind when I create and write a character's story. Sure, there are vampires but they have human sides that make you love or hate them. There are Faeries, Dijinn, Werewolves, Shape-shifters, Leprechauns, Elves, Ghosts... you get the picture. I try to humanize the characters as much as possible to leave you with the feeling of, what if? when you finish a novel. The powers, magic, extraordinary situations, battles, etc are all added bonuses to the stories.
So when a person asks why write paranormal, that about sums it up. I write paranormal because I can create realistic characters and situations and throw in any kind of extra intense scene I like under the heading of paranormal. The end result? You get fast page turners that keep you wanting more. Heck, I want more and I'm writing the stories.