I suggest looking into some better-known fiction writers from the past, as my experience has been entirely the opposite to yours. I find good fiction to be infinitely better at creating complex realities, whereas nonfiction tends to all operate from the same contemporary pseudo-omniscient viewpoint.

I happened to be listening to this podcast this morning, which is actually about the exact topic of fiction and history:

https://www.laphamsquarterly.org/roundtable/fiction-history

It's about Joseph Conrad, whom I definitely recommend as a writer worth reading.