The problem with the whole "anime as pinup" bit (referring to public displaying of this sort of thing) is that anime chicks have EXTREMELY unrealistic bodies as a general rule. I mean, most of the sorts of anime girls used as "models" for wallpapers and cheesecake drawings would have all sorts of back problems, not to mention human beings just don't look like that.
I think some women feel threatened by this body image that is so inhuman it's not even possible to ever remotely measure up. That, and it's a doodle of something vaguely resembling a woman, with all the reproductive parts modified to be more attractive to men, which seems a little childish.
I'm not saying it's bad to find drawings attractive, I'm just noting some reasons why women might feel uncomfortable with such drawings. I mean, if I saw some lady had a wallpaper of a typical shojo guy almost completely naked with inhuman endowments, I'd think that girl is probably a little strange to be so overtly flaunting that stuff. It's just a little creepy. Like, on the creepy scale, let's say a tasteful art photograph (but it's a nude) is a 2. A playboy spread is a 4 or 5. An erotic drawing with greatly exaggerated physical characteristics proudly displayed as a desktop wallpaper would be, maybe, an 8? I mean, it's not actually porn, but with most of those pictures it might as well be for as much as is visible.
Again, not saying anime is bad, not saying porn is bad, not saying cheesecake is bad, or even a combination of those things is bad. I'm just saying, keep the desktop PG in case a girl, family member or kid uses or looks at your computer ever for any reason.