What is the meaning of the following quote from To Kill a Mockingbird? He could read two books to my one, but he preferred the magic of his own...

This passage is from Chapter 14 of To Kill a Mockingbird. Dill Harris has run away from home to be with his friends, Scout and Jem. In this passage, Dill is revealed as a highly intelligent boy, a creative genius, a sensitive soul, but he is lonely boy, perhaps not unlike Scout's strange neighbor. 

Dill is so unhappy alone at home that he takes a train from Meridian, Mississippi, to Maycomb Junction, fourteen miles away, and...

This passage is from Chapter 14 of To Kill a Mockingbird. Dill Harris has run away from home to be with his friends, Scout and Jem. In this passage, Dill is revealed as a highly intelligent boy, a creative genius, a sensitive soul, but he is lonely boy, perhaps not unlike Scout's strange neighbor. 

Dill is so unhappy alone at home that he takes a train from Meridian, Mississippi, to Maycomb Junction, fourteen miles away, and covers the rest of the way by walking and then riding on the back of a cotton wagon. 
When Dill gets in bed with Scout, she asks him why he has run away. Dill explains that his parents are often gone, and if they are home, they sequester themselves in a room and close him out. He says that his parents are not mean, and they buy him toys and tell him they love him. However, they rarely do anything with him, and the sensitive boy needs nurturing.

As they talk, Scout analyzes Dill in the passage cited above: He is bright, highly skilled in reading and arithmetic, but he prefers the dreamy, romantic--"twilight world"--of his own making, a world in which his creative soul that is sadly neglected at home finds refuge. He dreams of "a world where babies slept, waiting to be gathered like morning lilies." This world is one in which Dill, too, would he hugged and coddled and loved with deep emotion and laughter and exhilaration--much as the little world he shares with the Finch children.
Little Scout feels herself falling asleep, too, until the image of another sad house emerges in her mind: "a gray house with sad brown doors." She then asks Dill, 

"Why do you reckon Boo Radley's never run off?"
Dill sighed a long sigh and turned away from me.
"Maybe he doesn't have anywhere to run off to...." (Ch.14)

Intuitively, Scout has hit upon the emptiness of Dill's home as being similar to that of Boo Radley. Dill runs to the Finches where there is warmth and love, but Boo has no refuge from his loneliness. Indeed, the sensitive Dill's last words before falling asleep are very significant.