I've noticed that. I suspect it comes from a lack of tragedies in our entertainment, that we try to invent tragic meanings to stories intended as comedies.
I think the "it was all a dream" or "it's all in their head" sort of fan theories come from a place of denial. If the story is real (even in a plainly fictional movie setting), and a character shows development, learning, growth, and change over the course of whatever happens - that could have repercussions in my life. It is easy to get into a rut of behavior and to steadfastly avoid thinking about all of the things you can and should change in your life. If entertainment shows me people who actually do change based on a need to change something about themselves to become better people, then I am forced to think about that and consider what that means for my life. That could mean that I actually do need to be more considerate, healthier, or whatever it is. Whereas, if the entire story is fake, or a dream, or whatever, then how I act now is the inevitable conclusion of my life, and there is no changing.
It's easier to just hand-wave away any lessons about human behavior and say that it's imaginary.
"It was all a dream," or, "It's all in their head," are easy fan theories to attach to works of fiction because that's what actually happened. The creator of the fiction imagined it in their brain. You can trivially apply it to any fiction without any creativity.
More complicated fan theories rely on the content itself, and thus are going to change from work to work. So people hear "It's all in their head," more.
In Sideways, Giamattis character starts out in a really bad place, but through the events of the story ends up in a (slightly) more hopeful place. Having him kill himself in the end instead would not turn the story into a genuine tragedy, since nothing would really be lost. That would just be a pointless story going nowhere.
Hayden Church' character on the other hand do have something to lose, so his story could have been made a tragedy.
I wasn't familiar with Sideways, but from your description it sounds like I'd call that a comedy being reinterpreted as a farce. Which can be a great story form as well, but maybe it's reached for too often in fan theories because it's the easiest thing to imagine after melodrama.
It is a typically silly fan theory, because if that was the case, there would be no development journey for the character, making the whole story pointless.
Fan theories are often like that: "it's actually all in their head", "its all just a dream". Edgy on the surface, but really negates all the drama and and development of the story.
> the wine is literally the least important factor in the movie
Of course the movie is not "about" wine in the sense of a documentary about wine, but wine is certainly a significant part of the story and the main characters journey.