And I really think he thinks they exist. Take this morning's conversation for example.
On our way to day camp in the car, Mateo started looking for the bat signal. He couldn't find it amidst the thunder and rolling clouds... and Mary concurred it wasn't visible. Since they couldn't find it, he started calling out for Batman. I asked him why we needed Batman, and he said that "he needed to save us from the rain."
He was so sad... so I tried explaining that Batman only stays in Gotham City, not Cleveland... so he said that we needed another superhero to save us from the rain storm... and after a moment of thinking he shouted, "I CAN SAVE US!"
My little hero!