When Anne’s little brother is gone, she secretly believes that he is alright. He is still alive there: at the other side. That other side is never a death realm in Anne’s head. It is more literal. Yes, the other SIDE is the other dimension.
Maybe this six-year-old girl has been influenced by her father’s science fiction DVDs or her older sister’s horror comic books. You can name several reasons, but she had made her point: Josh is alive.