[[WMG: The Little Einsteins' universe is in fact the first [[Franchise/TheMatrix Matrix]] the Architect mentioned in the [[Film/TheMatrixReloaded second movie]]. Also, the kids may be orphans.]]
Or at least an abandoned corner of it, as seen through the eyes of the kids. This would explain their capacity to, amongst other things, defy physics like nothing. Also, they're able to travel just about everywhere because the Matrix (or their corner) APPEARS to go on forever but in fact, well, doesn't.

And as orphans? Each of them came from very rough circumstances: Quincy and Annie were street musicians; Leo, some other type of street performer; and June, an underage prostitute. Shortly after their parents' deaths (or getting abandoned by them or whatever legal guardians they had), the kids were amongst the Architect's earliest test subjects who didn't reject this Matrix right away, unlike most people. Not only do he and the Oracle seem like the closest things to kindhearted guardians that they've met (especially the Oracle), but their young, fragile minds are so messed up from their previous experiences that they just don't care anymore. And the fake interactivity? If their parents died, maybe the kids still remember them deep down; are in fact talking to them; and are imagining how they'd respond. If it's the other possibility, same deal except with the Architect, Oracle, whomever.

This may mean that Rocket and Big Jet are Agents whose rivalry in the show is just them playing along with the kids. Or maybe the rivalry is real and this is their means of self-therapy. They could even be Agents in training.
* OMG. If Agent Smith started out as Rocket that explains a lot of his hatred of humans.

[[WMG: UsefulNotes/NeilDegrasseTyson on ''Series/CosmosASpacetimeOdyssey'' is actually Quincy, all grown up]]
Because in every episode ''we're going on a trip in his favorite rocket ship''...


[[WMG: The kids are actually playing pretend in their backyard, a la WesternAnimation/TheBackyardigans]]
* Which would explain why there are no other humans in their universe besides them.

** However, it's a stage, since we've seen “the Curtain Call”, and the stage open up! The Little Einsteins are on a stage. The other humans are the crowd and shown offscreen. This can be implied that the Little Einsteins' parents may be in the audience.

[[WMG: Annie and Leo are [[MilitaryBrat Military Brats]]]]
This can go hand in hand with the above WMG about things being in their imagination, though not necessarily.

One of their parents serves in the Air Force while the other works in the arts, and they live or lived at one of the USAF bases in Europe where a lot of the art and music is, hence why the show's premise and the hangar setting of Rocket's place: their parents' backgrounds influenced their playtime.