Maybe the problem is that you are not doing enough freeplay? You said you do a lot of structured activities, so I am wondering if it is simply that they aren't getting practice with freeplay? I do 80% freeplay every day whether inside or out and none of my kids has any problem with it as they are very used to using their imaginations. I have never had to show anyone how to play as they take their cues from each other. Maybe you could just try to encorporate a lot more freeplay time so they start to get the hang of it. Good luck!