Mine aren't really old enough for big conversations yet. I guess older kids handle it differently at different ages. All my kids know is that daddy doesn't live with us. Only the older one may remember that he used to, and I imagine he wants to see him more.
Plenty of kids have grown up fine with largely just one parent, but I still wish I knew what to say.
This is your own guilt talking.
When my kids were little, I validated these feelings. "I miss Daddy" or "I want Daddy" was met with "Buddy, I'm sure you miss him and he misses you too. Two more sleeps and you get to see him! Do you want to call him? Draw him a picture?"
They should never feel bad for missing the other parent... .because it's OK to miss the other parent, even when they are being perfectly taken care of. It's pretty normal for a kiddo to struggle a little bit in this.
It's also OK for us to feel for our little ones learning how to cope in two homes. This part is hard on the kids and they have their own grief process to work through.
And they eventually do. I have 5 great kids in my life who are resilient little creatures who are very much loved by lots of people (moms, dads, stepmoms, stepdads).