Same with my brother! Rainbow Dash is his favorite after Pinkie Pie. I actually don't mind the watching it myself.
I just love Pinkie Pie, she's nuts
But I guess Rainbow Dash is just boy friendly... probably because she's always trying to be "cool", I can see how it appeals to the little boys who like the show. And yeah, there could be WAY worse things I'd have to sit through with my lil brother... so I don't complain about something Pony related, specially if it's as amusing and adorable as MLP