Contrary to popular belief women also like to see beautiful women. Arguably more then men. So not only do these scantily clad women appeal to a lot of men, but they also appeal to a lot of women. When the women are beautiful they essentially have two markets, the men who like to play as sexy women and the women. While a macho man would only have men play them for the most part. I don't know how many women would like to play as Zangief for example... But many men and women would play as Chun Li.