Praise be to Allah the Lord of the Worlds.
In principle, a Muslim shouldn`t be asking about the sin that he incurs for not allowing his wife`s daughters to sleepover. Rather, he should be asking about the perfect character and the best practice to please Allah in such situation.
We advise you to be keen on making your wife and her daughters happy and to compensate them for the harsh days they passed through. Thus, don`t severe their ties of kinship, evenat the cost of your comfort. If you expect your reward from Allah and pray that he admits you to paradise along with your wife and her daughters then He will never disappoint you.
Ibn Umar reported: The Prophet (PBUH) said: “The most beloved people to Allah are those who are most beneficial to people. The most beloved deed to Allah is to make a Muslim happy, to remove one of his troubles, to forgive his debt, or to feed his hunger. That I walk with a brother regarding a need is more beloved to me than that I seclude myself in this mosque in Medina for a month. Whoever swallows his anger, then Allah will conceal his faults. Whoever suppresses his rage, even though he could fulfill his anger if he wished, then Allah will secure his heart on the Day of Resurrection. Whoever walks with his brother regarding a need until he secures it for him, then Allah Almighty Will Make his footing firm across the bridge on the day when the footings are shaken.” {Al-Muʻjam al-Kabir, 1vol./pp.453}. And Allah The Almighty Knows Best.