My daughter gets upset when she is moved away from a winning three

I’d acknowledge why she is disappointed. From her point of view they were doing well together and the reward was being separated. If you immediately say “winning does not matter”, she may just hear that the thing she cared about was dismissed. I’d say something like, “You did really well together. The coach is also helping everybody learn to play with different teammates.” Both things can be true. You can remind her that she may come back with those teammates later, but the next group gives her a new problem to solve. Over time the goal is for her to enjoy competing without believing a winning combination has to be protected. At six, that explanation can stay very short. She does not need the full philosophy of squad rotation in the car park.