I can only speak for my wife, but she dislikes the lack of bikini warrior women in the games I play. Like she specifically wants an army of Lelith Hesperax. Apparently, for her a fantasy setting means "I get to run around in a bikini like it can stop an anti-tank round."
I've personally wanted to do Sisters since reading Cain's Last Stand. They just seemed like they were having a great time
Certainly there is a place for that, and we have Dark Eldar wyches that can fill that niche.
Ask not the EldarGal a question, for she will give you three answers, all of which are puns and terrifying to know. Back off man, I'm a feminist. Ia! Ia! Gloppal Snode!