I don't think it's wrong for the Conways to think their minor child should not be part of the story, and that they're not consent to having her talk to the press.
Kelianne and George Conway are adults who have chosen their professions, and how they choose to use their platforms. Their daughter didn't choose to have notable/ notorious parents, and the interest in what she has to say isn't because of what she's done, but about who her parents are. There is also a general rule that kids are off limits.