I had something similar & currently going through now. Had a meeting with the setting, as this is down to the adults to be monitoring and they have a duty to care. If I don’t see any improvement I’m pulling her out & making an complaint
It’s definitely needs to be monitored by the setting! My boy has issues playing (autism) with the other boys he finds them a real challenge but plays so beautifully with the girls. It may well be that the child has similar issues and unless it’s a serous incident they wouldn’t report it every time
I’d absolutely be asking their interactions to be more closely monitored I’m also very shocked preschool don’t relay this to you considering she’s crying and they have to help her! But also you honestly don’t know this kids background and why he’s ‘naughty’ so I’m glad you’re not encouraging your daughter not to play with him! But absolutely speak to them about it and see what they can do