To a lesser extent, some also enjoy yuri. Anyway, I was talking about "female otakus" in general, who often enjoy romantic stories and shipping like they were UPS.
Bayonetta is a relatively niche game. Problem I see with Bayonetta is that I fail to see how is it considered successful amongst the female public; you can see at most one or two girls dressed as Bayonetta in any videogames/manga convention, which is much, much less than many other videogames that get a lot of cosplays every year. The most successful game amongst the female public, at least going by cosplay stats, is League of Legends although they all tend to dress as Jinx, Ahri or Sona so I guess it attracts some very specific type of female, which tells us that yes, women can enjoy cute or sexy female characters as well.
I never said women don't enjoy good writing, though, but they tend to enjoy lower-end works in a different way men do. In B series writing, men tend to enjoy mindless explosions, sex and violence; whereas women tend to prefer cliched romance stories. To put it some way, it would be equally "easy" to market The Sandman to both men and women, but you are going to have a hard time getting a woman or anyone to voluntarily stay watching a Michael Bay movie just like you would have a hard time marketing Fifty Shades of Grey or Twilight to men. The solution would be to write S-tier stories, but sometimes people prefer to just have some mindless fun, not to mention it's not as easy to make good art.
Moving on the problem of marketing, I think you are right but for the wrong reasons. It's not just price/length, it's that people assume you have to be some sort of nerd to just get into comics, and it would be hard to become a nerd after all this time. This is the problem that arises from marketing a series by its character and not by its plotline: there are a fucking thousand Superman books, so where do I start? Do I need to know about issue #367 where Superman defeated a giant robot from space to understand the rest of the story like those nerds on TV shows like Bazingers Z always mention? Where would I get those issues anyway, considering most are no longer printed? For example, a friend told me some months ago that the second book of the Judge Dredd & Batman crossover released on my country recently. I went to the comic store expecting to find the first issue, but apparently it stopped being printed and I had to fuck myself. Something similar happened to me with Injustice. I guess living in a shit country plays a role in this, but with long running series it's pretty much inevitable that this could happen even in the USA.
Compared to manga, which sells/is pirated slightly better, you can simply go to a comic store and grab, I dunno, all Bleach comics, and you are guaranteed to read a story from the start without any references to past events outside the series itself.
The idea of a western Shonen Jump is good, tho. I bet it would boost the popularity of more comics.