What I meant is that it's immoral to make decisions based on ideas you have of people that have not been proven. (It does not matter if it's driven by brain chemistry.)
Doing those things is not immoral per se, but if you do it by thinking that those things are natural to the gender, the become immoral.
In this case I think it's quite complex, like you point out with your questions. I do not think that Lego's action are immoral because of their ideals, but because they are propagating stereotypes and sexism that worsens, at least in my opinion, the lives of many men and women in this society. For example, because there are still separating women with pink and dolls, and men with blue and robots, girls who like robots may be bullied, as well as men who likes dolls.