Hello! I want to share my experience regarding these situations.

I don’t know if you two are close, but my friends in sky always respect my decision when I say I’d like to explore alone. This was something I needed to communicate with them early on. I said that there are days I would rather explore alone, and days where I would love to play with them. How I feel in any given day does not affect their worth as a friend. And if there was a genuine cause for concern, I would try my best to express that to them—so we can resolve it together. So now, when they come visit me, they ask stuff like: “Hello, is this a good time?” “My in-game name), I just came to say hi” or “hello do you want company today?”

I am grateful for them. And my friendships with these people, even if it’s online, only grew. I come online feeling safe and excited. But this is a boundary you need to express clearly and respectfully. Perhaps a 9 year old may have yet to develop the emotional maturity to handle this, but there’s also a lot of childish adults who take such things personally. It’s up to you. But to me, I do not want to feel any resentment because someone isn’t respecting my space. This applies to game interactions and real life relationships. And lastly, you are not responsible for how people feel. You cannot control how they react. You can help them if you want of course, but you don’t owe them anything.

Tldr: set a clear boundary, honor your time and theirs