I agree with you, it sets the expectations. About the only time you see boy dolls much is with b/g twins, and all the movies and shows too that I saw as a child, mainly with older bro/younger sis made me think that is just what I would have .
But I had to laugh when I read this line:
missodyssey:
Needless to say the store was not sympathetic and the mum left with penis in hand.

FWIW - Most dolls dressed in blue have no genitalia (or pink for that matter). But all the dolls in my childbirth classes, all of them, were ANATOMICALLY female (all) 
Edited to add : Most dolls that I have always seen - had no genitalia. Maybe they are adding the little dickies to the dolls now? lol