fantasy and reality sayings

• You should never act out a fantasy because the reality never matches up.

Is this a famous saying (especially about sexual fantasies)? Or is there any sayings or quotes similar to this?

I read this in a novel in which a woman says “They say you should never act out a fantasy because the reality never matches up.” As this woman often uses word plays or parodies of famous phrases, I am interested in whether this sentence is also some kind of parody.

Thank you for your kind assistance!

OP asks "Are there any sayings or quotes similar to this?"
A similar saying (see ELU) is

Never meet your heroes (because they're sure to disappoint you).

Somewhat similar, from Aesop's Fables (see ELL) is

Be careful what you wish for (because it might be a liability).