Choosing to believe in one set of imaginary friends over another- or none- is most certainly a hobby by every definition.

It is not essential for life. It is not required by law. People willingly choose and actively continue choosing to engage in the activities in their free time, and report positive feelings from doing so. When doubts arise, other members of the cult try hard to sway them to stay, often using threats. That’s a hobby. And a cult.