Question here, why would it "need" to make sense for a character to be sexualised more than it "needs" to make sense for a character to not be sexualised?
Is non-sexualised somehow the default option and sexualised needs a justification to be tolerable?
Not even mentioning the obvious grey area -if there is any difference at all- between ''sexy'' and ''sexualised''...would the same questions that apply to a sexualised design apply to a sexy one?
For me, personally, non-sexualised is the default option, yes, because sexualisation can so often be done in a dehumanising way. Most people are inherently sexual, but I would say most of us are also not sexual 24/7, or even most of the time. If I'm going to the grocery store, or at work in an office, or doing my laundry, I'm not doing anything sexual and I'm not presenting myself in a sexual way. Being portrayed in a sexualised manner at all times would be reducing me to, well, parts, to how I please (or fail to please) someone outside looking at me, rather than seeing me as a full person who is sometimes sexual, but has other facets and things to offer. My default state in life is not 'look at me, I am a sexually available trophy for a worthy man to claim'.
I have spent my whole life in an awareness that one of the most important, if not the most important thing for me to be is 'pretty', to be aesthetically pleasing, specifically to straight men. Transgressing this idea, and these beauty norms, in any way is 'punished' for lack of a better term. Wait staff in restaurants who don't wear makeup earn less tips than those who do. Pretty much every job interview site you find will suggest wearing makeup (albeit 'natural' makeup) to an interview, if you are a woman. The horrors of bikini season and trying on swimsuits is a cultural cliche, because being happy with your body is almost unthinkable for a lot of people. Think of some of the backlash against Cassandra's short hair, for example, or some of the comments that real life people like Felicia Day or Jennifer Lawrence got when they got pixie cuts (e.g. 'she ruined herself', 'why would her boyfriend let her do that?'). Regardless of how one feels about her politics, when Hilary Clinton was Secretary of State she had articles and stupid questions written about 'why always pantsuits?' and 'OMG she's wearing a scrunchie!', as if wearing slightly outdated hair ornamentation has any real impact on, you know, being Secretary of State for the US.
(Please note, I am not denying that men receive some of this same scrutiny and criticism, nor that all of said criticism comes from men. Women are absolutely complicit in maintaining and upholding these ideas for ourselves, too. But, just based on stuff like the way the health and beauty, fashion and diet industries are so heavily marketed towards women, specifically, and the persistent idea that 'women are just more pleasant to look at' as though it is an objective, immutable truth of the universe, etc. I feel that more emphasis is put on visual presentation for women on a day-to-day basis, in general.)
Good characters tend to reflect a lot of aspects of real people, to feel real, to have that human verisimilitude. If it is a character that is heavily invested into their sexuality and sex appeal, and that is reflected in their presentation, that makes sense. For me, if the characters, specifically and only the female characters, are just by default sexualised, it suggests a mindset that views women not as people first, but as decoration, in a way that men or male characters are not. The subtle notion that men are people, and women are pretty, deviant, incomprehensible versions of men that are...less people is pretty pervasive. The stick figure that represents 'men' on bathroom doors could quite easily represent a woman, too, but instead the woman is 'man with a skirt'. Pacman is basically a yellow circle with an eye; there's no indicator of sex or gender, yet he is coded and viewed as male, and then Ms. Pacman has a bow and eyelashes to designate her as female, even though bows are just an object anyone could wear and everyone has eyelashes. Male is the default human state; being female is other, a deviation from that norm.
So when female characters are sexualised for no reason and with no explanation, that can be jarring and a little bit dehumanising to find in games or other media, personally. And, as I said upthread, it takes me out of the game because it reminds me that I'm not really expected to be playing, I guess, like a little voice in my head saying 'weirdo, this is a boy's game, what are you doing here?' It doesn't send me running tearfully for my fainting couch or anything, but it's annoying, and repeated instances of that add up over the years (because we humans are nothing if not good at finding patterns, even when there aren't any, sometimes.)
Sexy for me is much more subjective than sexualised, because people find all kinds of different things sexy, even things that aren't obviously sexual, if that makes sense. But that is just personal semantics on my part, I guess.
Aaaaand this is long and now I'm going to go watch a movie, but, that's my tuppence on the subject, for what little it's worth.