Well, I may be wrong, but I've always thought that there are things you can learn from novels that you can't easily learn from non-fiction (and vice-versa). To be able to follow a group of characters, their development, their interactions, the words they say and the ones they don't, the choices they make, all tell me something about human nature. I can read about defense mechanisms, personality disorders, neuroses, etc. till the cows come home, but until I see it or read it (whether that be in life, a movie, or a novel), I can't say it really makes sense to me.
That said, I think there are a lot of dangers with fiction in general. It's a form of propaganda, we see what the author wants us to see, and that may be influenced by his or her own biases and lack of knowledge. They may have an agenda, for example, to humanize someone who isn't human, to promote one psychological theory or another, or create characters that seem real but perhaps have no relation to any real person. So it pays to be critical.