What do you say? Unfortunately, there isn't a whole lot you can do... however, i might have said to the dad after her accident- "that cannot be comfortable to still play in wet panties... do you have a spare or something?" A little pee on the equipment probably wont hurt any of the kids... but it is pretty gross. (Urine is actually pretty sterile)
There certainly is speculation as to what he SHOULD have done, and you were probably 100% right that something was off. BUT, being weird and not "socially" correct isn't a crime in itself. If you do see them at the park again in the future... keep a keen eye on anything odd that is going on, and if you see anything that makes you thing there is more to this story- don't be afraid to call social services. (ideally if you can find a name, or other identifier without becoming a creepy person yourself- give SS that).
Even if they say that they can't DO anything about that sort of situation, the call could put this family on the social services "radar" and if they hear more complaints, they might just go in and make a house call to be sure this child is being taken care of.
It is a hard call to make, but the fact that your "red flags" went up tells me that you intuitively felt something was wrong with this picture. Of course, in all honesty. I *hope* you have bad intuition rather than the "other option"!
Good Luck!
-M.