Unfortunately, the term "sexist" gets tricky because it carries a negative connotation but also can simply mean "making distinctions based on sex." So rather than get into that discussion, I'd like to give some examples of how there is a lack of parity in both the portrayals of males/females in cover art and how the way they are viewed by onlookers is different. (long post, but I wanted to include illustrative examples to contribute to this discussion)
1) The way that women are commonly posed and dressed in fantasy/scifi/horror would look ridiculous for men.
Exhibit A:
Fantasy author Jim Hines tries to pose like heroines on book covers.Exhibit B:
Male Avengers pose like female superheroesExhibit C:
What if male superheroes were dressed like females?Those images probably will evoke some strong responses, and I'm pretty sure the word "gay" will cross people's minds (funny how that happens). But the point is that there is a difference in how female characters tend to be portrayed, and it is not in some universally reasonable light... unless you believe that females are inherently supposed to look more sexual and vulnerable (many poses would put them off-balance, as opposed to squared-off to the viewer). There are images of revealed boob-cleavage all around us on a regular basis, but have one bulging crotch shot of a dude and a lot of guys get cases of the vapors as they express their deep offense to the mere existence of such material. (This is privilege)
Just seeing how people gripe about Fenris and Anders indicates that there is a double-standard at work - women are supposed to be pretty, but men who are pretty or sensitive have their masculinity called into question and are often considered offensive to a large portion of male gamers. (Fortunately, I've seen a great shift with many male gamers supporting equal opportunity romancing and character diversity! And kudos to David Gaider and others for taking a stand on this.)
2) The category of "male" is often invisible. It is easier for the general populace to associate with a male in cover art than with a female. How many dudes want to say, "I want to be Lara Croft!" in general company? Yet on the other hand, a female gamer who enjoys a game with a male protagonist who does very male things (see: The Witcher) would have some trouble being able to identify with him in the same way as a male gamer could - a female gamer who said, "I want to be like Geralt!" will immediately get raised eyebrows (though it's a bit more permissible for females to crossdress as males) since would that mean she wants to boink all those sexy women too?
And as we can see with the complaints about the complaints about Fem!Shep on the cover of ME3, a woman's appearance gets judged on many more levels (by everyone) than does a man. A man isn't usually primarily judged on his prettiness or his availability as a passive sex partner - he is esteemed for being powerful, strong, and admirable first (which then leads to the expectation that women will want to have sex with him). Unfortunately, this big difference tends to derail attempts to make characters-who-happen-to-be-female into universal icons the way male characters have always been, and people throw up their hands and give up and go with the "neutral" male option.
3) The DA games are great because they provide disruptive situations that reveal privilege and double standards:
(taken from a forum with a spoiler tag, so not linked) A player complains about inadvertently romancing Anders when he was "just trying to be friends."
I'm really just wondering if my only real choice is to pretend to be gay or ****** him off.I
kind of sucks that you can't simply be nice to him and up his
friendship without him also assuming you want to be his boyfriend. Its
also kind of unrealistic in the sense that in REAL life its not like
everytime you're nice to someone they assume its time to have sex and
everytime you don't brown-nose them they hate you.Kind of drastic interpretation of Friendship and Rivalry, IMO.
When I read this, I immediately knew he was a dude because most gals have had that exact experience IRL where they were just trying to be nice to a guy and he thought she was sexually interested. I think that this is potentially an educational experience for this poster because he is forced to see another perspective on the world he had previously been shielded from.
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TL:DR - it is tricky to achieve "equality" or "parity" in portrayals of male and female characters in gaming and fantasy, and we should pause to consider what is going on in the background when we approach this issue.