Beyond the whole sex appeal thing, personally I just like the change of pace. I grew up with dudes beating on other dudes, be they robots or demons, in my animu and American cartoons and movies. FUCK YES, that's still cool --
-- but women doing it? It's not as common, even today. Well, I should say that it's getting there, but done 'well'? Totally fucking different story. For example, take the Charlie's Angels remakes. Pieces of shit no matter HOW you try and label the films (tongue-in-cheek, comedies, etc.). It's fail. Nothing about those chicks, or any characters portrayed similarly, is awesome.
But Battle Angel, Claymore, hell TERMINATOR FUCKING TWO SARAH CONNOR are all done very well. Toph/Azula from Avatar win too.