I've pondered on this my whole adult life. Are we doing kids wrong with things like Santa Claus, the Easter Bunny, fairy tales, tall tales, etc.? I think not. I think kids come up with their own childish and wrong explanations for things on their own, whether or not other kids, parents, relatives tell them the world was black and white until the late 1950's or that Santa delivers presents down the chimney. Part of growing up is learning to question those childhood ideas and beliefs (misunderstandings) and move past them.

And really, it's something that shouldn't stop with childhood beliefs. There are a lot problems we have as adults because of stories we have been told and stories we tell ourselves that are not true.

Despite the downvotes, I'm with you in this hill. Kids are gullible because they instinctively trust adults, especially their parents. It's fine to prank them and teach them afterwards how not to be as credulous, it helps their growth. It's bad to abuse their trust for fun, specially long-term falsehoods. It stalls their growth.