Hmmm thats a tough one... I can understand why you feel a little unsure... I would be exactly the same.
If it were me personally, I would be inclined to ask them if they can't hold her, can they at least stay with her to pat her off to sleep, so at least you know there is someone with her when she is upset
However that is just me...
I can also see the benefits of letting her learn to self settle, however, it may or may not be something that she ends up doing at home with you as well? (My son adopts different sleep behaviour for daycare, compared with at home).
I guess just see how things go during her next few days before you make up your mind how you feel/what to do about it?

All the best...