As a granny of a 5.5 year old boy, I can tell you that he seldom wants to talk to his parents when he's having overnights with us or at his other grandmas' house. Kids are very immediate, get very involved in the project of the moment, and not often as aware of adults' needs than we wish they were. But it's actually healthy that he's so involved in his special time away from you.
My grandson has had half a dozen overnights with me and Poppie, and each time he's been in a different emotional space. These have ranged from his not being ready to go back to his normal home life, and weeping with misery as his parents drove him away, to being impatient for his mommy and daddy came to pick him up again. Sometimes he'll suggest calling them to check in, other times they call him to check in, but he's too preoccupied to talk to them. And all of it is okay. Actually, probably more than okay. He's getting to experience a broad range of emotion in settings that are safe and supportive.
I'm not sure from the amount of detail you give why you were so upset that he didn't want to talk to you. If he was rude and angry, I can get it. But if he was just too involved in his "alternate" reality, that would not be something I'd get worked up over.
I know that the alternatives we offer to his usual routine (even though we are still careful about providing sensible boundaries) have been helpful to his emotional growth. If his parents were really uptight and never allowed him to have any other kind of 'parenting' than what they provide, he would be missing some genuinely valuable and broadening experiences. He really listens to me, and doesn't have the same power issues he has with his parents. I take advantage of that to give him new and empowering ways to contemplate such family-building virtues as cooperation, self control, responsibility, and choosing personal happiness. His parents will attest to how positive our influence has been on their son.
So if you are mainly unhappy about him being too involved in something else to talk to you, I hope you'll find a way to reframe your reaction. Instead you might celebrate that he's getting a fuller picture of life than any single set of parents can possibly provide, and he's thriving on it. It's only in the last few generations that the nuclear family has become so isolated and self-reliant. This is not always a good thing.
By the way, hair-cutting is painfully common in the early school years. Kids are not trying to torment their parents or misbehave; generally they really are imagining themselves as barbers or stylists, or trying out a new look for themselves. If this behavior were to continue in spite of corrections and explanations, then I would worry that it was part of a dysfunctional pattern. But the first time? More than likely, it's just curiosity and experimentation, and lack of a specific rule against hair-cutting. Until it happens, how many parents ever think to tell junior, "And never, ever cut hair yourself."