Sunsets are Girls Colors!

At times, we have pretty deep and interesting conversations in our house. My 3 and half boy has been asking me why he is not a girl, and when he will be one. I have tried to explain to him that he is what he is, yet he comes back regularly with the question. When I ask him why, he tells me it is because he wants to wear skirt and dresses. These are pretty, he says.
So after repeated pleas, mommy went out and procured him the simplest, straightest, frilly-less one. He obviously insisted on wearing it to school the next day. I cringed but decided to let him have his own learning experiences. And I also assumed that his little classmates could not really be too mean towards his difference.
Later that week, my boy's teacher took on to help him understand what is socially acceptable, afraid he would eventually get bullied. She conducted activities in class talking about what is appropriate for each sex, in terms of clothing.
I am not yet convinced it was the way to go - ingraining him with a very "sexist" and binary view of what is right or wrong, of what is acceptable - and not embracing his desire to dress as he pleased, not embracing who he is. In any cases, he is no longer talking about dresses and skirts. And the other day, when me and his brother we were talking about the colors of the sunset - yellow, purple, pink - he plainly said: "these are girl colors!"