That's so sad and horrible. I had issues with my grandmother doing same thing with my cousins. I felt it was because I wasn't related by blood to her and it always hurt. We finally talked about it and of she says not true and I'm the only granddaughter on that side and unfortunately the cousins don't talk to her because of drama between their parents and grandparents. I hope your son doesn't realize it either.
Similar to @Donna my grandparents did the same but favoured my brother as he was the only boy in the family. It not only led to sibling rivalry between us, but also huge self esteem issues for me growing up. Children are not stupid and at 5, your son will be well aware of favouritism and the attention your daughter gets. It won’t end well. Despite your wishes, even if you talk to them, they won’t be able to hide their misogyny and it will keep coming out and playing favourites. To protect your children you’ll eventually need to go no contact so prepare yourself now so it won’t be too painful when it does happen.
Yikes! I would ask him to speak to his family. I grew up with grandparents who treated my brother differently (like at Christmas he would get a tiny chocolate present while we would get loads) and we literally still talk about it. He knew it. We knew it. And now only my sister speaks to them and that’s because we don’t and she feels sorry for them. If they can’t play fair, I’d seriously be considering limiting, if not cutting contact.