Pretending

My daughter is 3 years old. She likes to pretend she is a dog. She often barks for an answer and if you question her further answers in a "puppy voice". Is there something wrong with this. Her father and grandmother will tell her she is not a dog and she answers "I am not a person I am a dog". They have told her she is not a puppy or dog to the point it makes her cry. My question: is there anything wrong with a 3 year old pretending to be a dog? (Taking in to consideration that whether you're a dog or you're a person that if you are being bad there are consequences to your actions)