Daddy will you play with me? PLAY with me? Play with me.. PLAYYYYY WITTTTHH MEEEE

Hey dads, was wondering how have you delt with your son always wanting you to play with him no matter what. I had a dad who would never even toss a ball with me so no matter what I PLAY. Lately I've noticed he likes it when we play action figures and I talk to him about his day at school through the action figures. Was wondering is it cus he's the only child? I have a baby girl on the way due on halloween but is it like this with girls too? What could be the cause of him always searching for me to play when I get home from work? He never does that with his mom.

EDIT he's 3 years old.