Absolutely, most of the Cyberpunk genre is meant to entertain. The dystopian setting is used as a foil to a hyper-individualistic power-trip main character fantasy.

Nothing inherently wrong with that, but it's good to be aware of. You don't want to live in night city, you want to be the invincible god-like merc that lives in night city. You don't want to live in the matrix, you want to be the bullet time kung fu Neo.

It's for fun, it's a fantasy.