I agree, this could injure them. I have to think that one has seen this or had this done to them in order for them to even do this, as it's more than experimenting. Sounds like these boys need very close supervison at all times until you learn who is the culprit in showing them these things.
Well it could be dangerous apart from anything else so it doesnt sound like a good idea , it would be good to find out who got the pens ,were they shared ,not good, so you need to supervise 6 year olds more .I wouldnt call it exploring ,it sounds like a learned behavior, from the child you started it ...Find out more and be aware and watch what is happening ..speak to the other parents ..