I really doubt fantasy novels have any real effect on one's capacity for rational thought. As someone said, they are merely a minor, temporal slip out of reality for those who really enjoy imagination. And the enjoyment of imagination—or even the need or desire for such things—does not constitute some serious break with reality. If this were true, going to the movie theater to watch a movie about some imaginative scenario some screenwriter conjured up in their mind would indicate that people are inherently breaking with reality in some way which is indicative of some mental illness—but such a thought is clearly absurd. Additionally, is it not possible to both accept reality and entertain one's own mind with a bit of fantasy every now and then? Are children in danger every time they are read some imaginative story before bed every other night?
The only way I could see the existence of fantasy as even remotely detrimental to the public is if people were seriously led to believe that what is written in these books is somehow authentically related to physical reality, so that they should indeed take them a bit more seriously; but, no one does this. We are all clearly aware (or at least the lot of us should be) that there is a clear distinction between objective reality and what we read in books as children. Surely some of us may become a big imaginative at times and play out these scenarios about which we read, but I truly doubt many children actually lose their grip on reality in any significant way due to the reading of imaginative literature.
Thus, clearly there must an element of persuasion involved in fantasy and science fiction which actually makes the reading of such material potentially detrimental to rational persons and one's capacity for rational awareness. On it's own, however, fantasy and science fiction—even if such things aren't necessarily scientific—do not seem to pose any serious threat to the rationality of the common person. Not everything in life need be scientific anyhow, and a bit of imagination is actually a good thing, in my opinion. It allows temporary escapes from reality which amount to truly interesting entertainment for many people. Finding effects of fantasy on the rational mind would be similar to finding effects of music on the mind: certainly they probably aren't at all that serious.
Although, as Dawkins said, it can be looked into. I just think it'd amount to a giant waste of time.
There seems to be a clear distinction between mass delusion in the form of religious instruction of deities and the mere reading of fantasy stories.
For instance, very few people actually believe Frodo Baggins is a real boy or that that Star Wars planet "Hoth" is actually a real place somewhere in the universe.
Yet, how many people believe in God?
Ultimately, I think Dawkins is speculating about a connection which doesn't at all seem likely. [In fact, my response to whatever he seems to have been asked would have been, "It could have a real, pernicious effect on rational thought, but it doesn't seem likely."] There are distinct reasons why people who read religious literature actually begin to lose their break with reality by believing in such things, despite and to the contrary of physical and scientific evidence—and these distinct reasons (adults indoctrinating children to believe them) seem virtually non-existent in the simple leisurely reading and enjoyment of fantasy stories.