why a lot of dads praised their sons when they have sex for the first time but not with their daughters?

It's what everyone else is saying in this thread: double standard. For the most part, it's society. Society holds on to these outdated values for women while men can do whatever they please

Double standards is the reason. I hate how women having sex is wrong while it is alright for guys to have sex.

I only had one Dad, and he didn't.

Different standards for boys & girls.

Because in this culture dominated by males, it's still considered good for young men to have sex but it's considered bad for young women. It's hypocrisy and primitive ignorance, but it's still present.

Can't answer that, since I don't know a "lot of fathers", just my own father.   And he didn't do that.