Female's have fantasies all the time. Females have fantasies while having sex. It's a turn on. It's more common than you think, though most would be embarrassed to let you know, this place where they go. They don't want to deflate the male they are with.
Males have fantasies too. Males have fantasies when they are fucking females. Males have fantasies when they are not fucking females.
In fact our bodies are chock full of fantasies. Sexual fantasies galore. It would be great to share our fantasies with one another, from time to time. We would get to know each other sexually better. We would be surprised how sexually promiscuous the one we are fucking is.
Like one woman I was with, after a descent fucking told me of the fantasy she had while I had my cock inside of her. She told me she had this fantasy repeatedly with most guys who fuck her. She told me she liked to see men's balls squashed, and hanging, on the end of her foot. She would lie back, and get the guy to sit on the ball of her foot with her leg in the air. Of course the guy was naked. She got off on the feel of the ball of her foot, up against his cock root, and of course his balls squashed, and hanging over the edge of her foot, his cock drooping downwards. It was warm, and squishy, so fucking palpable.