I agree though I think there's a more nuance here than is presented.
Bear with me because it's my birthday and I've been drinking.
Does Bayonetta own her sexuality? Totally. Is she a sexual character? Absolutely! I'm not trying to argue against those points. BUT, I think a lot of why this works is the total camp factor of the game. Camp is a lost art now-a-days. People watch things like the 1966 Batman movie and think it was just some hilariously horribly put together movie that was how it was by some series of luck and accidents. But that's totally not true, it's camp. Watch the opening of that movie. It clearly states it knows it's absurd, stupid and silly and was made for people who love that kind of thing.
Camp was a style. Platinum seems to understand it to some degree. Letting others do the heavy lifting: Camp is a social, cultural and aesthetic style and sensibility based on deliberate and self-acknowledged theatricality. Now there's debate about what "kitsch" and "camp" are (some say camp is a mode of performance, while kitsch applies to the entire work) - but let's just keep is simple and run with this definition.
And isn't that Bayonetta? Hell, isn't that how Hideki Kamiya basically operates now-a-days? Look at the more recent DmC entries. The series just got campier and campier. It's self embracing it's own theatrics to the point where Dante in DmC for literally had a spotlight shine on him, a rose go into his mouth and then did a full on Shakespeare soliloquy.
Bayonetta is the same. The game is basically a goddamn stage show. Cutscenes even have the sound of a film reel playing in the background. When you clear an area camera shutters go off. The games all have prominent Sinatra covers (which I know were actually covers Sinatra did). But it totally invokes that glitzy, ritzy, new york, burlesque, sexy Sinatra, Broadway stage feeling. And hell yea, Sinatra was sexy fun.
Now that I think about it, it's pretty much a burlesque show (if you haven't seen a burlesque show I actually really recommend it; they're amazing fun). Burlesque shows are an embracement of the fun side of sexuality and theatrics. The performers love the attention, they love theatrics, they put an incredible amount of work and care into their routines and they're all there doing what they're doing because they want to be and they want the audience to enjoy it too. And most importantly, sex is okay. Sex is fun.
I just can't help but think Bayonetta is similar to this.
I guess my point is that while yes Bayonetta totally owns her sexuality. The games are about more than her sexuality (though it's totally part of it!) and kind of about a more healthy burlesque sense of sex in general.
I'm going to bed now ^_^