Like a few have said already--context, context,context.
Criticizing Rise's sexuality in Persona 4 is actually really funny if you have played the game. Her entire character arc is about coming to terms with being a pop idol and people's preconceptions about her. The bathing suit picture is from a commercial the very beginning of the game when the main character walks past televisions all around town (a strong thematic element of the game). Her dungeon, a physical structure embodiment of her insecurities is a strip club.
Her shadow, the personification of her insecurities.
So yes she is sexualized for her job, but the point of her character is to overcome her lack of a personal identity and her self hatred caused by that. After defeating her shadow, she gets her
persona
I'm all for criticizing overbearing or creepy sexualization, but when it's thematically relevant I don't see it as a problem. That applies from Persona 4 to Bayonetta. Pick your battles, because criticizing things too casually ends up devaluing your overall argument.
As for finding nonsexualized anime-style game characters, I can't think of many. So let's just go with Persona 3 and 4. Golden added in a few cutscenes that crossed the tackiness line for me though.