The burden of proof generally lies with the one making the claim. As Hitchens's razor states: "what may be asserted without evidence may be dismissed without evidence."

Anyway, only because something feels intuitive, it doesn’t make it true. In this instance the original claim seems to contradict the article which states imaginary friends are not the result of loneliness but the process by which children explore the complexities of real relationships… i.e. a form of subconscious thought experiment.