I think it would be weird for me if my Dad took up with anyone other than my mom, you know? But he loves her, right? And they're both happy? Its kinda sorta not about you, honey. It's about them, as adults doing what's going to make them happy and you...as his adult daughter maybe not liking it too much, but realizing you don't exactly get a say.
And...your Daddy's always going to be your Daddy. Look at Dean and my Mom, she still calls him her little boy after all these years.