"Him" actually. My son is 7, daughter 10. And I'll say this about the prequel trilogy, if nothing else it has thrown away all "script immunity" for SW heroes. Now my kids half expect every hero to turn to the Dark Side. They were both convinced that Jyn would become an evil TIE Fighter pilot after that first RO teaser and they both think Luke will be evil in TLJ. My daughter is convinced that Rey will stay good but my son thinks that Luke will turn her too. So there you go, lol.
But I did conduct your experiment. I literally just got up, went downstairs and said, "Hey guys, serious question. There's a Dark Side of the Force and Light Side. What would you think if in the new movie they learned that there's a Gray Side...?" My daughter literally burst out laughing, lol. I said, "Well?" And she clearly didn't think I was being serious. So I pressed the issue and said "and what if then they start having Gray Jedi?" To which she burst out laughing AGAIN, held up her hand and said "Dad. Stop. You're so weird." These are literally exact quotes I kid you not.
I love it.
This is why Disney won't go gray. They do tons of "market research" and bizarre experiments on kids to get just these sort of tastes.
Also not surprising that its the boy who thinks everyone will turn evil. That is generally a very masculine survival trait.