That's part of emerging learning science that has seen limited adoption. The old lecture format is good in many cases, but it relies on the presenter doing everything right.
A good presenter gives a good lecture, but if you have people who don't present for a living it gets boring, and even then it helps to have some interactivity.
Some of the research on learning styles (or all of it, actually) is overstated. However, roleplaying gives real benefits over direct presentation in many key areas, like memory retention and engagement.
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