Thing is, a significant number of people try riding and ultimately don't like it.
If you take the course first, you minimize the cost to dip your toe in.
If you buy a bike first, you may be selling it right away.
I would 2nd this opinion.... If he is looking to buy anyway... why don't you see if he actually likes riding first.
Honestly.. buying the CBR125 at $2500 and ride a few months.. is no different than paying a bit more for a CBR250/300... you may say its double the cost but from power perspective its "double" the bike... I would also agree with a few folks here that learn on a CBR125 in the training course.. but ride at least a 250cc on the street as you need to have enough pick up and speed to avoid stuff and get out of harms way. While I don't recommend going on to a 650cc+, I do believe a sufficently powerful bike is essential on the road.
With the course first and bike later approach.... As a parent, you can check up on him (discreetly) during the M2 Training to see how he's coping with the different bikes. Also... he may be set on a sports bike because that's the image that's probably burned into his head from *somewhere*, may be after trying a few different bike styles at the M2 Training.. he may change his mind to getting anything BUT a sport bike.
Anyway... I am a new rider too.. and got my M1/M2 a few months ago.. so I somewhat know what you/your son is going thru... I will say tho... as a young guy... there will be a lot of testosterone in his system... just be careful... don't let emotions take over. Getting cut off in a car, you can road rage the other mofo.. but in a bike.. you can out run the faqer.. but you will also carry a certain amount of danger on your back.. not worth it.
I am no authority in this as I am a new rider myself... but FWIW.... I would say the biggest advice from a fellow new rider are:
1) Know your mortality
2) Know that you are the smallest thing on the road and any mishap you will be at the short end of the stick
3) Know there is likely no small accidents with a bike -- i.e. there is no such thing as a fender-bender
4) Don't do stupid **** on the road (excessive speed, weaving, hotdogging)
5) Ride/Drive defensively (I know this is broad.. but that means look and concentrate on the road.. see far and anticipate dangers so you can avoid them)
Be safe and happy riding.