Is 'Are we pretending?' normal?

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Little one, 3.5 always asks this when, for example, we're on the boat at the park and I launch into pirate mode, or if he's crawling around after a toy that's rolled away, and I've laughingly said, 'Hello doggy, here's a bone' and act like I'm giving him a bone while I pat him on the head. He just seems a bit anxious and needs reassurance that I haven't transformed into a pirate, and he isn't really a dog. I mean he's pushing 4?! OBVIOUSLY we're pretending! Should I be concerned about this? He's been saying it for at least a year now so it's not even just a phase. He's generally a logical little soul, and not very interested in imaginative or creative play, with a few exceptions. I was just wondering if others have experienced the same? Thanks.

I haven't experienced this to the same extent but we (4 end of September) does ask if I'm joking or if something is pretend but in a different context. For example we went to a farm and there was an unused animal enclosure which was gated. I said it was a home for the gruffalo and that the gruffalo lived there and he asked if I was joking. We also went to a dinosaur exhibit and asked if they were pretend dinosaurs. In your examples such as if I were to pat him and call him a dog or rock him and say he was a baby he wouldn't ask.