You ladies should know, there is a scene in which Daemon hugs and consoles his kids after Laena's death, but they deleted it. I don't think Daemon is a horrible father or not capable, I just think his mind is somewhere else and sometimes he forgets to say or do things for his kids and his kids ,Rhaena in particular, feels ignored. That's why Laena told Rhaena that he was doing his best, also it should be noted that in the books Daemon is a GREAT father who loves his daughters equally and very much.