My DD does this and has from a very young age, with both books and movies. Acting out a movie is one of her favorite ways to relax and also I think she likes it as solo play (she's an only).
To be honest it doesn't bother me because often the alternative is very intensive curiosity, constant questions, monologuing at me. When she disappears into her world to act out a story, it can give me a break and some emotional distance, which sometimes I desperately need.
I have experienced her disappearing into this play acting when I want/need to talk to her about something serious, like when we've needed to discuss school behavior issues or talk through emotional regulation skills that she hasn't been using. That can be frustrating, but I recognize it as a defense mechanism and will usually drop it and raise it again later when maybe she is feeling more calm and less defensive. I have on occasion tried to weave the lesson into her playacting but she is pretty clever and aware and doesn't buy it.
We have been encouraging her to write and act out stories of her own -- we figure if this is something she's drawn to, it could become a creative outlet for expressing herself as she gets older, as well. She hasn't expressed much interest in her performing arts special at school but we might sign her up for a theater camp next year to see if she embraces it in that setting.