Like Peter Pan and the Lost Boys, they reside in a land of make-believe, and if you don’t play along with them they’ll hate you for challenging their fantasy. It’s hard enough to maintain character in a land of make-believe without people trying to ruin your entire imaginary world by rudely inserting images of reality. You’re a bully, even a destroyer of worlds (of Neverland), in their minds.
They know perfectly well that their world is imaginary but, like normal children playing, they enjoy living in that imaginary world. It’s a beautiful and wonderful place in which they are the heroes. Therefore they consider it cruel of anyone to ruin their game.
The signal, the proof, that they know their world is imaginary is that they get very emotional when you challenge the game. Because they’re putting creative effort into playing make-believe it hurts them to be reminded of reality. The emotion comes from your breaking down that which they’ve carefully and delicately built up in their imaginations. It’s as though they’ve painted a nice picture and they’re standing there enjoying it, and then you come along and mess it all up and kick over the easel. That makes you an ogre. They have to get rid of you or else the game, all of wonderful Neverland, and their place in it, is ruined altogether.