Actually, it's the best form of play therapy. I try to get some of that aggressive reaction myself when playing with Da Bird with Thomas. If he gets the natural aggression out playing, then he's happier and more content and less likely to take the aggression out on Kitty or me.
When you are done playing and they've killed the bird, trade a treat for da bird. I drop a treat and Thomas drops Da Bird. It completes the hunting senario as well and leaves your kitty feeling satisfied.