The question should really be "does X behavior cause any problems in my life?" If it doesn't cause you problems then you're good, and if it does, then you should look to alleviate those problems (whether that's modifying the behavior or the situation). If playing out social situations does alleviate the anxiety and your only downside is sometimes the people in your house give you funny looks - well that's probably a worthwhile tradeoff. On the other hand, if the behavior is aggravating social anxiety, then it's worth talking to someone about.
Social anxiety falls under the generalized anxiety tree, and most people do feel some anxiety in social situations - but if it's disruptive to your life then it may be worth chatting with a therapist with. Most therapists are going to try and identify the specific causes and then give you tools to alleviate those feelings.
"Although these might have seemed off the cuff and spontaneous, they were generally carefully rehearsed, words carefully selected for punning potential, stored in his prodigious memory and then released on their unsuspecting recipient at the right moment"
https://winstonchurchill.org/the-life-of-churchill/life/man-...
As for having imaginary conversations with real people I know that are neither repeats of past conversations nor rehearsals of future conversations, I think there may have been a slight decline but I didn’t do a ton of this prior.
TL;DR: I think mindfulness meditation helps with this.
At one point I tried to cease this behavior because I had a perception it was negative, but I actually found my ability to be prepared for real conversations declined as well, so I've re-engaged the behavior. Visualization and behavioral rehearsal is something I've had several instructors for various things (weightlifting, target shooting, etc) encourage and at least for me it has panned out.