Only seeing the words shared here, I find myself wondering if your son actually feels like a boy. I don't mean this antagonistically. I am a parent and it is an impossible task to get right.
A child is desperate for trying to reconcile inner feelings with extermal reactions, so as to be safe. Circumspect approaches like noting the guy is now a girl, was an invite to you, yes, to get your reaction.
But at 9 our sense of gender roles and social punishments for deviation is well developed. He learned what your expectations of him were. And that 'others' were those who had trans feelings. For me as a child that was enough of a signal that my transness was not something to share with my parents.