So I still need to play Bayonetta 2, but to give a bit of my take on the character, in the opening cutscene of Bayonetta 1, Bayonetta literally pole dances in a graveyard killing angels coming for the recently departed and stuffs one of the angels between her legs and crushes its head with her thighs, all while sensually licking a lollipop. That's not even the tip of the iceberg, another example is most of her execution attacks are like extremely brutal murderous BDSM stuff (using very brutal looking execution tools, but as she murders the enemies in these brutal ways she plays it off like it's in kinky fun as they lose limbs and the like), and she says a lot of innuendos and part of her character is she gets most of her thrills through murder.
Now, we can talk about if this is stupid or not, but I do think they defined Bayonetta to be a person who acts very much in her own interests and is overtly brutal seeking her own thrills and likes. I think it's helped a bit that Bayonetta doesn't have what is often portrayed as the ideal figure, IE she is very tall (taller than almost any character in the game even), looks older (like in her 30s or 40s), and in the first game always keeps her hair in that cone-type shape and her glasses on even when she goes naked. Though personally I kinda' wish they'd go further with some things, like have her body have body hair (which would make a lot of sense with her character actually), and visual imperfections like scars or something (she is fighting all the time), but at the very least the hair effects when she does special moves do look really cool visually. Like even in the OP here, a lot of people complain they don't find Bayonetta attractive and get nothing out of seeing her go naked and list that as a negative, which I think kinda' shows not getting the point (I'd prefer if they went further with it, actually). This is probably going to be a terrible way to word this, but she's like a stripper who chose to be a stripper for herself (rather than against her choice), and is confident with herself and her body, except instead of stripper she murders things very brutally and over-the-top with her hair for what she finds fun.
Hope that makes some kinda' sense.