This situation is not a new one. Many guys identify better with their male children and spend a lot of time doing "guy" things with them. They are completely at easr and confident in their role with their son.
However, when it comes to the girls, they are insecure and afraid that they do not know how to interact with them. (By the way, does your husband have any sisters? I would guess that he doesn't, thus making him feel even more out-of-place with his girls.)
What I would suggest is this: First, tell him that he doesn't have to do "girl" things with his daughters. He can take them to ball games, to the movies, out for a soda or ice cream, many things that both sexes enjoy.
As for the nagging, give it up. It only makes him feel worse about his failures as a Dad. Believe me, he KNOWS he's not doing right by his girls. Ask him to come up with some activities that HE would enjoy doing, and ask him to include one of the girls. (BIG IDEA: Why does the family have to be separated when doing something fun? Include EVERYBODY in some of these outings. It could be as simple as playing catch in the front yard, or throwing water balloons at each other in the back yard in the summertime. All kids (and adults!) like that sort of thing!)
As your family gets used to spending time all together, I think the differences between the son and daughters will fade. You'll all just enjoy each other for who you are and for what each person's special talents are. That's the way it's supposed to be.
I hope you get things worked out. Making one or the other feel guilty is not the way to go. Think positively, and be sure to praise your husband when he makes an effort.