The first character who is to blame for the deaths of Romeo and Juliet is Romeo himself. The first reason Romeo is to blame is that he went uninvited to the Capulet party. If Romeo did not go to the party, Romeo would have never met Juliet, and Tybalt would never have known he was there.
They might want to escape their lives in the real world because they want to escape from stress, people who are trying to hurt them, or not have a care in life.