>>160404I hadn't heard about Mag, but I remember the other two. I also remember Excalibur originally having male and female versions before they scrapped the "Frames for both sexes" idea and changed the model some to make Nyx. Equinox has a "masculine", "feminine", and "neutral" set of forms, and while DE's said she's either a cross dressing or gender fluid female the announcement came weeks after her reveal so "Male - Female - Futa" had already dug-in with the porn forges.
Half the time I hear about Valkyr being a Futa the excuse revolves around it being a result of Corpus experiments on her body. There's no in-game evidence, but since sexy experimentation is sexier than "iron rods shoved through bones" and "partial flaying" experimentation it's understandable. Mesa was first found as an Infested Warframe, and is farmed from the same person who did experiments on Valkyr, so that's two excuses right there.
Plus, as
>>160172 said, a lot of people find Futa hot so they just go with it. Same reason you'll see female volt with breasts: People find breasts hot.