Non fiction tends to get a bad rap because people think of reading a text book from school. But not every piece of non fiction is as dry as reading an encyclopedia -- there are plenty of books that are both as gripping as any fiction novel, and also illuminating.
A great example is Matterhon by Karl Marlantes. The book is technically non-fiction because it's true, but it's written as a novel (about being in Vietnam). It was as gripping as any fiction writer's novel, but by the end of it you really have a good sense of what it was like to be in Vietnam, and a better understanding of the struggle of Veterans returning home.
Then there is non fiction that's maybe better titled "self help." If you're reading those books, it's a different type of reading. 7 Habits of Highly Effective People, How to Win Friends and Influence People, Awaken the Giant -- all these sorts of books will be a really great help for your career and life. But if I'm sitting down and reading one, it's not because I'm looking to get lost (as the case will be when Patrick Rothfuss releases his next novel), but because I want to improve my life. Same thing when I'm trying to brush up on my skills and stay current with new reference books. And the reading is different. While I might get lost in a novel by Neil Gaiman, for instance, reading of 7 Habits is more methodical, as in "I should read a chapter tonight"
Conversely, not all fiction has worlds you want to just get lost in. Ulysses, Proust's Remembrances of Things past , and any other number of books classified as "literature" present mountains to climb, partly for just the feeling of accomplishment that comes with finishing them. They can feel more like reading 7 Habits, as in "Oh I should read a few more chapters to better myself"
 You may laugh at this. I laughed at people who read such books when I was 20. But what I've found in my old age is that they really can help you in your career. For instance, your boss won't promote you to a manager if he doesn't think you're ready. While you might consider trial and error as a learning path, it'll be much longer. And it's a bit foolish, because only a fool would learn from his own mistakes when he can just spend some time and find out from others how to do what he wants.
 If you're prone to argue about the translation of the title (literary nerds unite!), let's just call it À la recherche du temps perdu.