I was a SAHM so it wasn’t nursery’s influence, and although you’ll have to take my word for it, I really really treated them the same.
Lots of people think this. Almost all of them are wrong. From a study about fathers:
In addition, fathers underwent functional MRI brain scans while viewing photos of an unknown adult, an unknown child and their own child with happy, sad or neutral facial expressions. Fathers of daughters had stronger responses to their daughters’ happy expressions in areas of the brain important for processing emotions, reward and value. In contrast, the brains of fathers of sons responded more robustly to their child’s neutral facial expressions.
It's happening on level that is imperceptible to you. It's not all about giving them toys. It's about tiny things like the words we use more regularly, the way we respond to crying or laughing, the way we interest=act with their bodies. Unless you were raised in a cave by gender-neutral wolves, you are subject to it as well.
And even if you treated them the same, the world doesn't. Did every piece of gendered clothing given as a present get tossed? Every GP who called the girl 'pretty' and the boy 'strong' get thrown out, never to darken your door again? Any books you read, did you throw out all the baby books which showed any stereotypes or featured boys more than girls? Watch this in horror