If your daughter caught the comment, I would think she would ask some questions.
My dh's cousin, to whom we are close, has a two yos and she is not married. The father was here a couple of times, but he was a real jerk and thankfully he's out of the picture. So all this to say, we've had to address this with our children. At this point they are almost 7 & 9 so I don't go into more detail than they ask for. I just told them that sometimes people like to pretend they are married when they aren't. This is not what God inteneded, however we all sin and we need to show mercy and still love her.
I think at 9, my goal, would be just to put little nuggets in her mind. Let her know in small ways that this is the way our family does things, I personally don't make a huge point of it just yet, I just work it in our converstions as they come up naturally.
HTH! I don't know if that's what you were looking for or not!:tongue_smilie: