Is it normal my niece makes me play fetch?

every time i visit my brothers family,his wifes sister and i....well we play these little games.she will grab a ball and be like "you want the ball boy,huh?"and i get really excited,i mean really,really excited.i tell her its embarrasing for me to act like this in front of everyone but i end up not caring after a while,so i kind of do that back leg thing bulls do b4 they charge and make some grunting sounds.then i chase that damn ball like crazy,bring it back to her and sit patiently,waiting for her to throw it again,i find it to be ALOT of fun.she tells me to do tricks and stuff and pets me,calling me a "good boy" sometimes,mind you this goes on in front of all my family.they dont say much about it,but stuff gets a little out of hand sometimes.sometimes i ask her for food,like she will be eating chips or something and she tells me i have to beg if i want any,she might throw some on the floor or make me eat out of her hand.my family tells her not to do that to me,they know im weird and like this sort of thing.sometimes she gets really strict with me and tells me to stay off the furniture,sometimes she will yell "sit".my family thinks its highly inappropriate but we both enjoy this sort of play,but i get a little uneasy,things could turn sexual in a second.we have got really close to messing around and i think that would destroy our friendship,but its sooooo hard to resist her,help!