One of the major themes in the novel is the relationship between reality and fantasy. Most of the characters have secrets that they hide from others, and they consider their private lives "different," just as the characters they create are different from normal humanity. Joe, who has the most rocky relationship with reality, is capable of tremendous altruism, but also of extremely narrow-minded self-interest. His drive to change the world causes others -- especially the Nazi-sympathizer Ebling -- to see him as more than a normal human, almost as a real-life Escapist.
Having lost [everything], his history -- his home -- the usual charge against comic books, that they offered merely an easy escape from reality, semed to Joe actually to be a powerful argument on their behalf.
(Chabon, The Amazing Adventures of Kavalier & Clay, Google Books)
A good thesis statement for this theme would focus on the need to escape from reality, and for what purpose. Some people escape simply for the fun of it, while the characters in this book tend to escape because their lives are difficult and filled with tragedy. Joe in particular uses his escapes as a method of personal punishment for failing to save his family. For Joe, a thesis statement could read
While escapism is often thought to be recreational, it can also become a method of self-harm.
This thesis would focus on the unhealthy aspects of escapism and how it negatively affected Joe's role in the lives of the people around him. Instead of being an escape from reality, his escapes turned into an intrusion on reality, complicating his life and the lives of others.