If she is stopping the activity after getting started then it isnt' that she doesn't know how it is that she doesn't want to do it alone. And that isn't your problem. As well you owe it to this child who will need to go off to school soon to teach her that she can play alone. I would stop with the special things in the next room and just let her be with the rest of the kids even if they are little so she isn't alone. Then limit the amount of time you spend individually with her. Boredom will breed play soon enough.