Life lessons start early. She is learning hers, soon he will need to learn his. The longer you wait to learn the lessons the harsher the lesson.The biggest problem I see with letting the girl handle it herself is her age; she's 9, he's about the same. Add to that the structured environment of training, and I'm not quite willing to suggest that the problem be dealt with by themselves. They're both "black belts" -- but that's a skill acknowledgement in this case, not maturity. (Not trying to raise the whole child black belt thing; it's really a distraction here.) If there is a good, skilled female adult instructor, there might be a chance to kind of put the boy in his place, but I really suspect that those issues go a lot deeper than will be easily addressed in class. As in -- look to the home front; that's probably where he's learning it.
For the moment, blame goes to the instructional staff, ending at the head instructor. This is a mess that was allowed to develop, and will lead to the boy hurting a girl -- or getting hurt himself when someone stops putting up with it -- if it's not dealt with.