Lover of Fantasy
Solution 1:
If you find fantasy lover too suggestive and fantasy-fiction lover too unwieldy, then perhaps the problem is with the lover part, not the fantasy part.
My favorite is fantasy buff, which doesn’t seem too unwieldy.
A fantasy fan is easy too, and then there’s always fantasy devotee and fantasy aficionado. Whether fantasy addict or fantasy junkie are also too connotative of other matters, I leave to you.
Solution 2:
There isn't a single word for 'lover of fantasy'.