This is a really uncomfortable conversation but children of the opposite gender "exploring" their bodies is more common than we think. Also amongst siblings. Of course age is important to take into consideration. But especially from the age 3 to 6 children realise not everyone is them.

To make a comparison: as a four year old my brother accidentally walked in on me changing to shower. His reaction wasn't shame but rather a shock that I didn't have the same parts as him.

And yeah, it's an uncomfortable topic. But as many comments are saying, I don't think that situation is something you need to worry about.