It's against my nature to be too serious but, I've been there and done that. Give them answers that will help them understand why they have extra parents, grandparents and cousins. And that the situation has nothing to to with them. There father just went a different direction. Reinforce on the girls that they are loved and always will be. Keep your opinions about the father to yourself. The girls will be able to sort it out when they are older and they will most likely love you more for not stepping between them and their father. Your the dad! Your raising them and do your best to keep them balanced and loving. There are times when it is really tough to stifle your thoughts and keep your mouth shut. When those times cropped up I'd go to the shop or just outside and, smoke a pipe and mumble to myself.
My daughter's father was a self-obsessed ding-bat. But, I was careful over the years to not bad mouth him to her. He'd disappoint her time after time. Sometimes, when she was really young, he reduced her to tears when he would set up a day with her and then not show up. More excuses for him and a bit of understanding about others' frailties for her.
I used his performance as teaching moments, and made excuses for him so she would not look too harshly on him. Now, she's nearly 40, he's in his late sixties and they have developed a closer relationship and she thanks me for that. In truth, his family are still her family and lines of communication are open should she wish to know more about her heritage. That's the reward, to raise well balanced step-children who recognize your efforts and are thankful for them. She loves all of her parents and realizes that I am the dad and he's the father. I was there for her then and always will be. But, her father is her father and I am glad I was able to keep the rift from being too deep or permanent.
I'm damned proud of her! And, it is all about the girls. Not you, not the father . . . just the girls.
I apologize if I got a bit preachy. Just trying to 'splain how I handled a similar situation.