That's due to you presumably associating the character selection as a representation of you or as a vicarious based decision. Most fighting game players go with functionality over everything, with looks being at best, 2nd tier on the choice ladder and gender being even less important, more often than not.
I'd sooner to think that guys that may play girl characters in any game, fighting game or otherwise, are doing it mostly to either oogle at the woman characters
and/or feel some kind of way about controlling a woman
or even imagine themselves as being inside a woman being better alternative than being inside a guy
.
All that tho is about as equally absurd as your viewpoint
, but I say that to say this.
If I was going to walk down the paths of absurdity, I'd probably walk that road over yours. Just saying. But hey...live and let live.