This can happen quite easily and not just to children with SEN, or even very young children. I remember making this mistake with a class of year 6 the term before they were going up to High school. We were starting up a team of divers defusing unexploded bombs on WW2 warships in the Thames estuary. Everything seemed to be going well until break time. But when the class came back in they were arguing about whether the story was real or not. I knew immediately I'd got it wrong by not making it clear enough that we were engaging in a story.

And that is the answer. Whatever the age of the children, when starting up an moe context it is essential the students understand they are involved in a fiction. It will not spoil the experience or hold them back in terms of engaging with the drama.

I hope this helps