If a picture to represent women in armor commonly results in an awkward and sincerely confused: "Um... are you sure that's a woman?" is clearly an issue, and makes the picture a very, very bad example.
The art style of that example does, I agree, not lend itself particularly well to serving to illustrate the point. Have a different example, with actual people so that art style does not come into it! Several different examples, in fact.


And if those don't suit...


Although, I don't agree that it needs to necessarily be any more obvious that a woman in armour is a woman than that a man in armour is a man. With the helmet on, they're both quite neutral, and one really can't tell. With the helmet off, it's all a question of (with regard to games) what the character looks like, which is up to the player.
I'd say she looks more androgynous in that picture then like a dude. What pushes it into the dude category is the armor. Is so much rarer to see a woman in armor like that, where as it's more common to see a man in it, that without further clues to her gender identity, the armor associates as masculine and causes the balance to tip towards male.
This I would say is a problem. Not a problem on your end, just a problem with the way things have trended in the gaming/entertainment industry, or perhaps even an example of a problem. Armour and the wearing thereof should be neutral; an armoured woman shouldn't have to look extra-feminine to prove that she is really female. I suppose that one could make the argument that, given that this is the current general perception, one must take it into account when designing characters; I would argue instead that one should change the current general perception.