She is crying because she has a strong attachment to Mom and Dad, and she may feel sad, angry, or scared when they need to separate from her. She needs to know you are there for her every time they leave her- repeated experiences are so important for strengthening connections being made in her developing brain.
When you can support her by holding her and comforting her, you show that you understand how she is feeling. This will let her know she can trust and rely on you just as she does Mom and Dad. This makes her feel secure and makes it more likely she will learn to calm down by herself and separate more easily as she gets older. Your comforting words and touches will also allow the two of you to bond, eventually helping her to have repeated positive experiences separating from her parents.