Postive Contradiction?

My 3 yr old is one of the most polite kids I know. And I don't just say that because he is mine. He thanks you for everything, kisses, hugs, his juice, food... you name it he is thankful for it. When he was sick, I think he went into thankful overdrive. So sweet, he would throw up, and then thank you for cleaning him up, or changing out the towel he was sitting on!
He has also never said Yeah. Always yes. But heres what makes me have to cover my mouth and laugh to myself. I asked him yesterday if he wanted a cookie. And he looked me straight in the face and said, "Yes, Mommy, I DON'T." I'm sorry, What???
Not, No thanks, or No, Mommy. But Yes, I don't want a cookie. I can ask him if he is ready to go, and I get Yes Mommy, I'm not!
When he starts Preschool in the Fall, I will know immediately if his teacher is TRULY paying attention to him! It would be so easy to just stop listening after hearing the word Yes. I know he is contradicting himself, and in the name of all that is grammatically holy, I should correct him, but it is just TOO DARN FUNNY!!