All kids are different. Obviously, your daughter still needs some help with things. My daughter did too for quite a long time (she has REALLY long hair and just couldn't shampoo/condition/rinse properly on her own)... Now that she is 9 she is FINALLY able to do everything on her own. Although, sometimes she does still come out with some little shampoo bubbles in the crown of her hair...lol.
I say, if dad finds it awkward, then that's fine. Mostly, my daughter liked having company with her at that age, so maybe dad just feels weird with her naked in the bath mostly just sitting there. You can wash and guide her how to wash (and point out places she has missed, etc) and just hang out with her. Yeah... it was kind of a pain sometimes... but that was actually the time of day that she opened up and just TALKED about stuff. ALL her inhibitions disappeared when she was in the bath... lol
My hubby works a regressive shift schedule, so he was RARELY involved with bath time to begin with. With either of our kids (we have a son, also). He is/was either not home yet, or already getting himself ready to go to bed, or already IN bed, most nights.
But yeah.. around that age I started wanting to push our son into doing things like baths for himself... It wasn't weird or awkward so much, but he started getting a little more aware of privacy issues around that time and so I just went with it. He also would get more "chatty" when he was in the bath relaxed.
I kind of miss those random conversations now. :(