I don't mind playing pretend with DD a lot of the time but, if I do, I have no problem telling her nicely that I don't want to play right then. DH does the same thing. We just say something like "Sorry, DD, but I don't really feel like playing right now." We might add "because I'm tired/busy/would rather read my book." If we don't mind playing, but don't want to play ____, we make suggestions. "I don't really want to play dollhouse, but I'll build a block tower if you want."
Sometimes she gets annoyed, but she is generally accepting of our answers. I feel like teaching DD that other people are really people with their own thoughts and feelings and desires is important.
I wouldn't like an adult friend who is constantly bugging me to do recreational things that I don't really like. I might try out the activity sometimes, if it was really important to them, but it would be really irritating to be asked every day or hour.