"Imaginary horses are much slower than the other kind." Pretending to have horses doesn't allow you any of the benefits of having a horse, such as going faster.
That is quite rational. However, some studies have shown that imagining (pretending) one is doing physical exercise can help heal the body as well as doing physical exercise. I find children imagining themselves as animals while playing often develop some amazing skills of both mind and body.
Long way of saying the power of our minds can sometimes stretch the known limits of rationality.
Here's the new thread for posting quotes, with the usual rules: