Sacagawea, there's no scientific evidence to show males and females have any "natural" preference for particular colours. There's alot of pseudo scientific reports that make the headlines, but it's a load of bunkum. Have a gander at the oft quoted here "Delusions of Gender" by Cordelia Fine.
Growing up, my favourite colour was most definitely blue. I don't remember any girls having pink or even purple as a favourite colour in the 60's or 70's. Gender demarcation by colour in toys is a very, very recent phenomenon. Before, Lego could sell one type of bricks to all children. Now, if a family has both boys and girls, they can sell them TWO wholly different sets, so double those profits. Same goes for every other game or toy made in separate girls and boys versions.
I liked the clip and incidentally, a friend's dd who is 6 told me almost exactly the same thing when I saw her before Christmas, completely unprompted. Her and her sister's room and toybox are a riot of primary colours, with very little pink. They are both very content, confident children who so far at least, don't seem to feel constrained in what they can do because they are girls. The eldest is picking up on these "you can't do/wear/play with/think/be that because you are a girl," business and clearly finds it very frustrating.