This isn't unusual at all - Bailey is sometimes so intent with what he is doing/playing with that I sometimes have to say his name a number of times until he 'tunes' in! Bailey is similar in play - very independent and will amuse himself for ages, but still likes to know I am close by - I think its a security/seperation anxiety type of thing which is very common at this age. Child care were telling me (and I have read this also) that it's not until a child is around 3yo that they really properly socially interact with others consistently - eg they will happily play near another child - but not necessarily play with them - if that makes sense.
Good advice from BG - wouldn't hurt to ask around in the autism thread if you are worried - might put your mind at ease :)

