Objectification of women contributes to objectification of women. It's not having the characters dress in short skirts which is the problem, the problem has more to do with why the characters are dressed in short skirts.
Again, as I said like a kajillion times in this thread - Having a sexualized design can be justified.
Other than that - Yeah, most of the time they are in short skirt for no other reason than to please male players. Why are the character in Valkyria Chronicles dressed in short skirts that look like a school girl outfit? Why does Lara Croft look like some sort of breast monster in earlier games? For no other reason than male players.
When just accept these sorts of designs, we are embracing a culture that has an inherent disrespect for women, it sees them as objects. We should demand that designers do not default to designing women as male fantasies. This worked in the PE Kickstarter for exmaple - A character was presented in ridiculous boob armor - but thanks to fans it was changed to an armor that actually makes sense and doesn't unnecessarily sexualize the character.
I will say that it's not like the design is the sole factor here, but it's a subtle and persistent way in which women are objectified.
Can you elaborate on the "large gender gap" comment? As far as I am aware, Japanese manga and anime has been far more successful at developing a female audience than American comics. The Japanese market has a much larger number of works aimed primarily at women than what you see in the US. As a whole, American fantasy art, be it in Comics, trading cards, or videogames, has major problems of its own with over-sexualization of women and appealing to a female audience.
Japanese games such as the Atelier series or Harvest Moon seem to have done a much better job at directly appealing to female fans than many Western games. So why are you claiming that there is a gender gap issue in particular with anime art-styles?
Japan as a country is one of the worst when it comes to gender issues. The gender gap there is one of the worst in the developed world.