Time is probably all that is needed. The alpha dog is showing who is boss by not giving in to her demand to play. ( You may have read me telling people not to give a dominant dog attention until he has done something for them.) He will join in play when you instigate it as you are his alpha. As he becomes more sure of his position and her intentions concerning rank he will feel secure enough to play with her. (There is a chance that he will always use this situation to reassert his dominance but that is not usual.)