I think you should feel good that your daughter can express herself about this to you, even though it can be tough to handle. My ds is 4.5, also in a two mom family through artificial insemination. He just went through a period where he told us he wished he had a dad - though we never got any concrete reasons when we asked him why. His reply was always, "Just because I do." I think it's totally normal, and definitely challenging. We let him know that it was okay to feel that way, but it's just not how it is in our family. We do our best to make it OK for him to talk to us about it, and not to make it seem like it's pushing any buttons for us (though it may be some days).
For ds I really think it is an issue of wanting to be like the other families he sees around him, but I think it must be different for different kids depending on personality and what they perceive it means to have a dad.
We have made a point of talking more about different kinds of families, though we always have to some degree. We live in a very rural area in Kentucky, so there aren't many lesbian/gay families, but we definitely point out to him those we do know or know of. We try to show him as many examples of alternative families as possible - distant friends with two mom families, people in the news, anywhere there is a situation where it "could" be a two-mom family (two women out with a baby) we assume that it is. We also try to challenge his/our own assumptions. When he's pretending and make-believe people have a mom and dad, we'll ask him if he's sure they don't have two moms or two dads. We want to make that a possibility for him outside of just our home. We know at least some of it's sticking - the other day he was pretending and one of his imaginary characters had two moms and two dads!
We've always had some books around depicting lesbian families (though I think good ones are really tough to find). Ds has recently been much more interested in reading these than he used to be. Our favorites are "ABC: A Family Alphabet Book" by Bobbie Combs(ds likes this one a lot!), and "Best Best Colors" by Eric Hoffman. I like these because they are not about alternative families per se, they are an alphabet book and a book about colors where all the characters happen to have two-mom or two-dad families. A good site to visit for kids' books is www.twolives.com.
For the record, I don't think this is just an issue for lesbian or gay parents. When we lived in a much more progressive area in Western Massachusetts, where alternative families were abundant, we heard a Mom from a heterosexual family say her daughter had come home saying she wished she had two moms. I think it's just an age where kids start to understand the world outside, how they fit into it, and that there could be other options. Of course it is tougher when you're in the minority, and there aren't any families around that look like yours.
I don't know if it's anything we did or just because the phase passed, but the "no dad" thing hasn't been as much of an issue for ds lately. Keep talking to you dd and you'll get to the bottom of the issue for her and help her work it out!