I think the best way of answering this question is to examine the way in which the comic book they produce and the kind of story lines that they create effectively parallel both of their own desires to escape the various chains that bind them and the oppressive forces that they face in their own life. Joe is of course a real life escapist, and one can see the way in which his artistic creations mirror the escapes that he has endured and continues to endure in his life: his escape from Europe, his escape from facing the reality of what has happened to his family, his escape from responsibilities and friendship. In the same way, Sammy is a character who spends most of his life trying to escape his own homophobia. Their creation is unique because it enacts the various escapes that these characters experience in their own lives.
Also, you might like to think about the way in which the Escapist as a superhero really stands as something of a device that is used to represent comic books as a genre. This genre really is all about escape and the prime audience of comic books is children and adolescents who are seeking themselves to escape the humdrum realities of their day-to-day existence. As a result therefore, we can see Joe and Sammy's creation not just as a mirror of their own lives and fantasies, but also as an example of what comic books are really all about.