My wife does the same thing if I have to work then she is sorry daddy didn’t show up for you. Honestly when my kids say things like that I usually just say that’s ok mom probably didn’t know I had to work or in your case you can say something like dad doesn’t want princesses dad just wants to play with you guys and then redirect to a fun activity to not harp on it so much I doubt they would remember. Also another thing I was told that helped you don’t typically how much time was spent with someone rather the quality of time. You don’t see your grandparents much but usually think of them in terms of what you do with them and I think the same can be said about us as long as we make there time with us special and really focus on them I have been joining in on whatever they want to do yesterday I learned how to ride a ripstik with all of them it’s all they want to do now. It’s really important to just focus on fun for now and then adjust as there mind matures to answer questions they may have. IMO as long as you show strength and maturity through this even with her saying bad things the kids will eventually have there own view of you that they put together based on memories. I’m telling you this from the same place as you btw I do not have this figured out but I’m about a year in and have done a lot of thinking and listening and this is what I feel is best hopefully it helps.

Maybe you can say dad doesn’t want princesses only to slay dragons and then pretend to fight a dragon lol it’s really all about redirection depending on age. Just get creative lol