I would confidently tell them that dcg is just going through the adjustment of coming to daycare. I would then make some positive comments about the things she is adjusting to well and how she is enjoying her new friends. I would state not wanting a parent to go does not indicate she doesn't want to be with you. She is just letting parent know she will miss them.
Speak confidently, give good eye contact and smile to show you know what you are talking about. If they sense you are nervous about this, they may take the indication they are right.