Yeah, I'd definitely like more research on the topic. I imagine it's a correlative relationship, but not causal (as in, pedos disproportionately also like loli, but enjoying loli won't likely make you a pedo), but I don't have much to go on there.
What I do know is that most reports of "gateway" behaviors end up being false. For example, smoking weed isn't going to push you toward harder drugs, but people who may be interested in harder drugs will likely start with weed. The same goes for violent video games, gambling, prostitution, etc. Each of those things can be used in a healthy way, so imo they should not be illegal.
But I don't have a high quality study to back it up. I'm completely willing to concede if the science shows otherwise.