This is a complex question
It depends on the locations' rules about change rooms, some have a zero tolerance policy for any age entering opposite gender room, others may have it 5 and under, others may go up to 10 etc, you get my drift here. It seems with the place you attend, that there isn't age limit to go into the opposite gender, that or the company has done a very poor job at making its policies known.
The other question comes down to is "when does a child start feeling modest about being naked around adults, or seeing adults naked"- This question can vary, some can be as modest as young as 3/4, others may not get shy until they hit the "preteen" stage, others may never have a problem with it, what applies to one person, may not apply to the other. It seems with the ones that enter your locker room, that they have zero problems being nude amongst others/seeing other nude, so, it doesn't pose an issue here lol!
I think the question I have to ask here, is why does it bother YOU, that fathers bring their daughters into the male change room? I mean its just body parts, and you need to consider, maybe they dont have a mother in the picture, maybe they have anxiety about being alone in a change room, maybe some of them have physical or mental disabilites that require they have an adult with them.