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There is this this called ddlg I believe its Daddy Daughter Little Girl.
It isn't always a fetish, in some cases its sexual, in others, it conforts the people involved (usually the "little")
In this case, it is the fetish. There isn't anything inherently wrong with it. (I call my boyfriend "Daddy" in a sexual manner for instance) but if you don't want to partake in it, you should say so.