@Quercus:
In this case, it sounds like you are there, and the play is just happening in the crate? Unless it looks like Lexi wants to be getting away, I wouldn't worry about it…
Yes, I'm around when they're out of their crates, and sometimes they take their play sessions into either his or her crate. They do each have their own crates, but sometimes Lexi wanders into his and vice versa throughout the day. I make sure they sleep and eat in their own crates though - Charlie can be too grumpy when he's tired or hungry, and I think a conflict would be very possible if they were to be in the same small space for eating/sleeping.
It's hard to tell if Lexi wants to get away from Charlie when they're wrestling in her crate. It looks like usual play, except she can't escape him. I suppose she'd scream or something if she were distressed…
I like the idea of keeping their crates closed while they're out and about in the house - building the mystery and special status of the crate, as you say. But that prevents them from seeking refuge in their own 'bedrooms'... not that they've done that so far, though...