I would not have seen anything wrong with it either, infact my 9 yr old daughter showers while my 4 yr old son baths we have seperate shower and bath but only with a glass screen, they talk and giggle together all the time, I know when this little man arrives my DD will want to bath with him, just like she will want to change his nappy and wipe his bottom.
She doesnt like to bath with DS anymore as he and his toys take up to much room and she cant lie down in the bath with him in there.
If your DSS is anything like my daughter its the fact that Molly is a baby not whether she is a girl or a boy, he is just in love with this tiny baby and wants to be involved.
Let them be innocent siblings.