My six year old has begun to plaintively declare his belief in both magic and Santa, unprompted. I think he fears children who do not play along are not as well rewarded.
I'm the kind of parent who doesn't tell their kids what to believe, but I also don't bullshit him. "You believe in magic. So, you've seen magic?" I don't know why he'd think he needs to pretend. Maybe it's just that he isn't ready to face facts. I don't argue, I just try to make him think.
Congrats on teaching your kid critical thinking, but I must say, sometimes kids just want to pretend. It’s a thing they do, and I personally miss the freedom. I had to do that as a child. Let them dream.
At the same time, I think it sounds like you’re doing a good job of planting the seeds of reason and logic that will flourish later.
I'm not here to step on youthful wonder, it's not my turf anymore...But I do feel a need to teach them that thinking involves more questions than proclamations.