Baloney! At nine years old (indeed, much younger) boys are very much aware of being boys (and not girls); girls are very much aware of being girls (and not boys). They may not be fully aware of all the ramifications of that difference, but they're certainly aware of the difference.
Ok, boys and girls do know they are boys or girls at nine, sorry I was trying to make it simple.
These parents are (in my opinion) living some liberal dream “oh look how open minded we are, we except this boy/girl” “look at us look at us”.
Its the same as when a homosexual will tell you they knew at five they were homosexual - it is not possible.
Every 9 year old boy worth his spit knows that 9 year old girls have cooties, and that 9 year old trannies have megga-ubercooties.