Definitely just sounds like lack of exposure - if he really had no conscience that would be serious, but it sounds like he's just sheltered, which isn't all that bad.
Another couple books you might like - Material World, and Hungry Planet. They're both photo-essays on how people live around the world (the first specific to what people have and the second focusing on what people eat). They're not heavy-handed, but they're not sugar-coated either. They do focus on average families, so there isn't much focus on the truly destitute, but there are families in very hard situations.
A little sheltering isn't a bad thing IMO. It's worth addressing, but there's something to be said for a six year old not bearing the weight of the world on his shoulders. I think if you overdo it young, you can end up with a cynic later.
