Let the kids play with what they want - that's how we all learn. I've got no problems, in general, with it.
That said, if one of my children was struggling with their gender identity - their sense of masculinity or femininity - then yes, I might attempt to steer them toward toys that will help them develop their gender identity, because culture and society does still put certain gender associations with certain toys.
(Incidentally, when the heck did Legos get so "gendered"??? I always remember them as just giant tubs of blocks - I guess I'm too old to have had any of the themed playsets. But I was looking at some in a store the other day, and they all seemed either "super-macho" or "super-frilly-girly" sets. When did that happen?? I thought Lego was originally specifically designed to be gender-neutral?? Or am I misremembering that book on toy history that I read......)