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I do not think a active imagination is a problem. Everyone should have one! :) Well the problem I see in this is if its afecting their life in where they can not get things done or have problems at school. If its messing with their daily life to where they can not concentrate or things like that then worry but if its just fun and when they are playing or at home and its not messing with school and other things like that then I think its fine. My sister used to even when she was older than that go outside and jump on the trampoline and play on the playground and talk to herself and pretend like she was playing with others. She is  a totally noraml 22 year old today :)