The research study had 367 undergraduates view either a narrative or a non-narrative, news-style program about teenage pregnancy. Those who saw the narrative self-reported that they would be more likely to use birth control, more so that those who saw the news-style program. According to the research abstract, "Results suggest that entertainment education programming may overcome various types of resistance to persuasion for some viewers by masking persuasive intent and fostering parasocial interaction and identification with characters."
As I have said many times before, humans prefer stories. It is easier to assimilate information, and, as this research show, be persuaded if communication is in the form of a narrative.