We had some of this too, it really hurt DH's feelings. He is the less patient of the two of us and the one more inclined to impose rules. I think the girls pick up on that and sometimes come to me for that reason, but I believe a lot of it is to do with preverbal children. The more Susannah could communicate with my husband and he made an effort to show that he understood her (like repeating her request, even if there's no way it's going to happen) the more she seemed to like him. With babies, a lot of the mother-child bond is intuitive, and the baby knows she's got a better shot of getting her message across with you and prefers having you around for that reason.
I can say that when I had my second child, DH took a few weeks off from work and they just did everything together. It was Daddypalooza. They went to the park, they went to the aquarium, they went to parties together.. The first couple of nights the new baby was home, Susannah had a couple of night-waking incidents. My DH was delighted when she called for him for the first time when she was frightened at night. He tore off down to her room faster than I've ever seen him move before. After he got her settled, he came upstairs and said to me "Did you hear that?? She was yelling for Daddy!!" He was so pleased.
Ever since then they're like a mutual fan club..