Blue buddy has died(?)

Adam has a very vivid imagination. Along with it comes a lot of imaginary friends. They are mostly named for colors, such as blue buddy, red buddy, but he also has a few others like flame buddy. His buddies usually fight the bad guys with him and generally keep him company. They have personalities, birthdays, likes, dislikes, everything a person would have. They have come and gone over the last couple of years, I think they first appeared 2 Decembers ago when I stopped working before Noelle was born and he no longer had a friend to play with on a daily basis. So anyway, we are leaving this morning to go to the store and Adam is suddenly hysterical and in tears crying saying Blue Buddy (his original and favorite one) has died and how sad he is and how much he loves him. He was being very dramatic and I have to admit I was having a hard time controlling my laughter so Adam would not be offended (he is very sensitive lately, we can't even tease him without causing tears). I was waiting to see if he was just pretending or what, he does that sometimes and after a minute or two is done. He was serious this morning, he actually had tears running down his face. Of course I explained to him that since Blue Buddy is pretend he can only die if he wants him to but he was sad for a while afterwards. I LOVE Adam's imagination but this was a bit much. I am fine with the buddies going away because he doesn't need them anymore, but dying? He seems to have forgotten about it for now fortunately.