And talk to them about it. If they're hearing one thing from their friends and another at home, they will experience cognitive dissonance, and they will wonder about it, even if they don't know to ask about it.
Edited to add: pinkification and genderization of toys seems to have accelerated since I was a kid. Entire aisles of toys in pink boxes instead of a single shelf of barbies. The explosion of Disney princesses hasn't helped either. (I remember being a teenager going to see The Little Mermaid and my mom explaining that it was a big deal because it was Disney's first animated feature in decades.)
I think maybe to some degree people are subconsciously frightened that women are now able to wear anything men can wear, do anything men can do. The reaction is to make sure that there are still differentiators between men and women (because, OMG, how can you interact with a person without being able to define you understanding of them based on gender? [never mind that we do it all the time in places like HN]) - and the easiest way to do that is to make sure the girls are pink! That way you can tell them apart!