Spoiler:
The trick to the thought process IMO is that both babies were born at the same time, or both coins were flipped at the same time. So when you ask the nice chap setting the puppies on fire, you don't know whether you got the first one or the second one, so all 3 scenarios are still viable?

This would fail a common logic test though, because you know you can eliminate FF when you hear that at least one of them is Male.