The teacher should respect the wish of your daughter. Every child's preferences is rooted in real need based on her unique way to developing. She must follow her own inner voice.

If your child is happy then let them play with who they want to play with and be proud of raising an asserstive child. Its the teachers problem not your childs.

I totally agree with Ellie and Terry.
The only problem might be if the other girl wants to play with someone else and your daughter doesn't want her to. She has to understand that she has to be flexible and maybe play on her own if the other child wants to play with someone else.