My soon-to-be-ex husband had the same issues with our oldest (now almost 4). I was a stay-home mom, she nursed, she was very "high needs", and she was completely attached to mommy. It really hurt his feelings & he wanted me to somehow fix the situation, to train her to want him. I never could make him see that it was his responsibility to bond with her, not hers or mine. Eventually, she became a daddy's girl all on her own & now adores him & the time she has with him. But now he's having the same problems with our youngest daughter (who's almost 2).
It makes sense that your daughter would be more bonded with you since she's with your all day & for him to spend more time with his son, since he only sees him on the weekends & his son actually wants to do stuff with dad. If you make too big a deal about that, it may seem to him that you're forcing him to choose between the kids or that as the stepmom you're favoring your bio child over your stepson, which isn't going to help you at all.
As frustrating as the situation is, I think you need to be careful about telling him what he needs to do. Depending on your husband's personality, he may see that as you blaming him (even though it may very well be his fault) & many people get defensive & only act worse when they feel they're being accused of wrongdoing. In reality, he probably feels like he's doing everything he can.
I think you should try a little "reverse psychology" and some positive reinforcement with your husband. Why don't you get involved in something one night a week, just for a couple of hours, to force some daddy-daughter time? Pushing her into doing things with him is not likely to work when you're home, since she's used to coming to you for everything. She has to learn that Daddy can help her too, which isn't going to happen with you around.
On the weekends, take your daughter to run errands or something with you for a few hours in the morning to allow some daddy-son time, then plan something for the whole family in the afternoon or evening. Or have him keep both kids for a short time on weekend afternoons so he gets bonding time with both. Maybe if your daughter sees how a "big kid" plays with daddy & how fun it is, she'll want to get involved too.
These are just some thoughts that came to mind. Obviously, it's not an overnight process, but they will become closer eventually. Good luck!