Do you think it is right that I don't want a man to bring his daughter into a men's changeroom?
Is it because he is being controlling with the other men in the change room?
Having a daughter is the only thing that might explain his behaviour
His behavior can be annoying but you should understand that he has no other options, leaving his daughter alone is not an option for a parent of a small child. You could speak it to him or the let the person in charge let him know to ease off a little.
I'm going to call the police
There's no reason to call the police for that, and if it really bothers you then you could just tell him that it makes you uncomfortable or wait for the young daughter to leave. I understand it seems weird, but you don't understand his situation and shouldn't judge so harshly.