This.
Could it be coming from his Grandfather, or even his Grandmother?
Someone seems to be trying to make sure that your son doesn't - what, ? - doesn't decide he wants to be a girl? Has all the ridiculousness that has been in the news for the last few years, caused someone in his life to become irrational?
I would take what he said about 'never knowing' as quite serious, unlike a pp who thought it was funny. I think that a child his age would only say that because he has heard it from someone else - someone he respects? - and if not a family member, could it have been from something he heard on the TV, or something they had a lesson about at school?
Have you asked his Grandparents (maternal or paternal, as it could affect the way you broach the subject) if they have had any conversations along those lines, or any Aunts or Uncles? If no-one in the family admits to having thoughts along those lines, that your DS could have overheard, or that they could have even actually talked to him directly about, then I think you need to talk to his teacher in private, and ask her how long your son has been reacting like that, and see whether it matches up with anything that might have happened at home/with relatives, at school, or even at a nursery if he used to go to one?
If something does come to light @Stringycheeses that suggests, or even confirms a reason for your DS's attitude and behaviour, then I think you should ask someone professional for advice on how to explain to him that he doesn't need to be worried by, or even scared of, girls his own age.