It's not really new. Take a look at Yuki, a Yuki Onna, from Urusei Yatsura. Or D and Miyu, respectively from Vampire Hunter D and Vampire Princess Miyu.
Even western media had sexualized supernatural beings, vampires being of course the easiest. There was such artworks dating back from like the end of the victorian period. And in movies, I can name the movie Near Dark.
Back to japan.
What is more marketable as hungry ghost to the otaku?
Him?
Or Her?
