Your older daughter was five when you both left the military and probably had to be fairly independent for a good part of her life. Your younger daughter was only two then and it's likely she did not have to make as much of an adjustment.
Finally, you're probably dealing with differences in children's personalities, as well as some birth order issues. Your older daughter was encouraged to be independent at an early age as both a first-born child and as a military child. Your younger daughter has most likely been babied more and was a military child only until she was two.
Talk with the school counselor about what's going on with your older daughter. He may be able to give her some individual time or include her in a small group. You may decide that you could all benefit from some family counseling, and the school counselor or your pediatrician can refer you to a therapist in your area.