I'm guessing he heard someone (probably the dynamic dummies) talk about being "broke" - as in have no money, and his mind interpreted that as being "broken" - as in the broken leg.
The concept of a person being broken is way too mature for a 4year old to come up with on his own.
His art is pretty cool. I love his house and the simplicity of it all! I'd hang that in my room if I was his momma. :).