You find this weird? Seems normal if you ask me. Your 5 year old is probably more playful with the puppy. I've seen this happen a lot with my puppy and my little brother.

A long time ago, we went to a breeder to find a dog. What we did was let the kids into the pen with all the puppies, and watched them (the puppies). One in particular just about crawled into my sons lap and quietly gazed at him with pure affection. The others were all running around and jumping on each other, playing with each other. They were all adorable, but only that one showed any focus on either of my kids.

Barlee loved us all, but he chose my son.

It seems like yours chose your daughter.

If the boys try to approach her when she's gnawing on a bone, she will sometimes growl (she gets in trouble for doing this).  By contrast, the 5 year old can crawl up and take the bone without the puppy caring one bit.

Chemistry. Just that simple/complex and wonderful. Lady X is correct (as usual).

Maybe puppies are just pissed about humans using their tails to make little boys?

 Well, I think a lot of animals just bond with female humans differently than with us males of the same species. I know over the years, all my pets, cats, dogs, and birds seemed more at ease around  female Vets, children and houseguests. My wife cared for 39 stray cats once, most of them seemed to know if a man or a woman was approaching. (Hint: If you were a guy, it looked like a cat tornado taking off. Stand clear!)

 Your puppy may already know which "little people" are which.

Sounds normal to me, they will probably grow up together and be close friends. 

Puppy pictures would nice too. Puppies are cool, just don't tell our cats.

It's all about your energy.

Puppies like to be safe. Some people just exude safe.  Young puppies don't like to play all the time. They don't like to rough-house. It could be the older children did just that and hurt the puppy. It only takes once at that age. It could be they made your daughter cry, sometimes puppies are sensitive if "their" special person cries. Puppies come in all types, that is one reason if you know a primary breed you might be able to guess behavior. Some breeds are rough and tough, play hard dogs. Some breeds are soft and cuddle and silent protectors.

I kinda done a lot with dogs in my life. 20 plus years showing dogs, training schutzhund, doing search and rescue, and running a sled team (all of which I want to go back to if I ever loose the weight)

Wait did you get another dog or are you just talking about how Bailey was with your kids?

If anyone has been playing tug of war with dog it may be confused.

Edited due to poor taste.

Edited due to problem solved

Yea, that might be in bad taste, I will delete it.

ON A DIFFERENT SUBJECT, on a different subject....

Ever notice how Frogger could post a new thread about bricks, and it wouldn't be long before it's 84 posts long with the whole world's opinion about bricks?

starkers, you probably should edit yours too. Not much reason for him to delete his if yours quotes.