This is not too big a problem, especially for the preschoolers. If it is affecting the end of her workout very dramatically (i.e. she stops getting anything done at a certain point) then maybe you can see about taking her out 15-20 minutes early. It could physically or mentally be too much for her. If it is only occasional and with no pattern, then she probably just hasn't developed ways to cope. "Set shifting" - moving from different activities and experiences with ease - is still largely developing cognitively in these years in my experience. Plus, I know some teenagers who don't like to go from twisting back to double flipping, but they don't cry because they have other ways to deal with it. Going from one thing to another in gymnastics without another "warm up" is one of the biggest challenges and the reason why girls often "have" a lot of skills they aren't ready to compete yet - they can't cope with the timed warm up and then wait in between performing the skill. It is all mental and nothing to do with the physical.
Perhaps you can speak to her coach and tell her your DD seems to be getting overwhelmed at certain parts of practice, and if it happens the coach can suggest she go get a drink of water and calm down, and then come back and try it again. I am sure this stage will pass, preschoolers are notorious for getting frustrated. Oftentimes we may have too high expectations for them since they have better verbal and physical skills than a toddler, but they still can't verbalize or logically work through everything they are presented with and they are dealing with lots of new experiences daily. I know sometimes things have not gone over well in preschool classes and I realize the expectation was too high and have to move on. It is hard to put yourself in that preschool mindframe because it isn't anything that would be a big deal to you or me, but it is a very tangible and real thing to them. They just need some help to work through it. The youngest classes I teach currently are 5 and up and while they have their own set of challenges, they do almost never cry or refuse anymore, at least not about the tasks they are asked to do.