I don’t like being called daddy (or really even hearing someone else called daddy) in a sexual context. It brings back some bad memories of real-life child abuse from both my personal life and my professional life. I usually just say, “please don’t call me daddy” if I hear it. I’m always unsure if I should explain why I don’t like it or just let them think I might be sensitive about my age.
I don’t mind it very much if it’s outside of a sexual context. If someone called me daddy when I picked up the tab at the restaurant, I’d just roll with it.