I don't think there's anything wrong with that!
For starters, I think leggings aren't pants. They do show a lot.
I also think that little girls should be dressed modestly. If you don't want your teenager wearing immodest clothing, don't let your toddler wear it. Letting little girls wear sexually revealing clothing sets standards for their pre-teen/teen years, makes them more vulnerable to rape/kidnapping, and can also put their priorities in the wrong order. Girls in elementary school should not be making an effort to look sexy. Out of all the little girls I know (and I know a lot!) the ones in families that dress them stylishly are most likely to be concerned about attracting boys in the wrong ways.
Finally, this is different for dads. Any good Dad remembers being a hormone-controlled teenage boy, and then looks at his daughter and thinks, "Oh, no! Some boy just like me is going to come around and hurt her!" This hits at different times with different Dads. I saw one pastor go bug-eyed a few months ago when a 3 year old boy in the church was chasing his three year old daughter. However, I've also seen Dads who don't really realize that until the girls hit puberty. What I'm saying is, there's a good chance he's thinking about protecting his daughter (and yours too!) because he remembers how he reacted to little girls in tight pants.
In many families, the fathers set stronger standards for modest clothing than the girls' mothers do. I think that's because women look at clothing on a gradient of how stylish, or how pretty. Men are more likely to see things on the gradient of, "How hard is she trying to get laid?" So leggings would be more likely to seem immodest to a Dad.
