Hallucinated, or imagined? I guess there is a line between delusion and comforting feelings of someone not actually there being with you, or even fear that someone is there that we're not sure is. For example, everywhere I go on the internet there is some Wall Street algorithm trying to dox me and rat me out to every insurance company and commercial interest there is. This isn't a delusion, because it's been covered at length by reputable news sources and the Electronic Frontier Foundation.
And then there are the people, long dead from long ago in my life, who I sometimes feel are here, with me. This is the result of just growing old and realizing that this probably is how they felt, when they were old. Also, like many autistic people I don't have a lot of social contacts and so I tend toward having "imaginary friends" or "imaginary conversations." I wouldnt' call these things delusions.
I guess if such situations have adverse effects on your life, then I suppose they might elevate to a "mental health" issue. I do think a lot of autistic people use the exact same thing as a coping mechanism. It's kind of a blurry line. You do after all acknowledge that the FBI agents are imaginary.
I used to work in a university setting and occasionally had opportunities to speak with schizophrenic people. It always amazed me how they could tell stories about their situations, and in a way that showed absolute belief and reliance on those perceptions. I knew what they were saying was not true, but if I actually took my impression of what they were saying at face value, I might tend to take it seriously. Most people with delusions seem to be pretty earnest.