I don't believe they're taking a sexist approach with this.
Stop and think about the character reactions...In Code Veronica, Steve loved Claire. When you love someone, you want to do whatever you can to protect them even if they don't need it. So maybe what Capcom was thinking in Code Veronica's case wasn't the Claire necessarily needed to be protected by a man but more of less that the man, Steve, wanted to protect her because he cared for her. Just as what Chris would want to do as the older brother- having the feeling that he needs to protect his 'little sister'.
As for Jill, I didn't get the impression that she needed Barry to protect her since Barry hardly showed up. Sure, he did pull her out of the room when the ceiling was falling but I wouldn't interrupt that as her needing protection since she was able to do a lot in the mansion herself. If anything, it may be just what her character is; getting into trouble quite a bit but not being completely helpless.
Rebecca's case is a bit different. While she's hardly ever alone (she either had Barry or Chris with her), it's hard to say rather or not it's because she's a weak woman. Don't forget, Rebecca is an inexperienced rookie and is also very young. The events she goes through are probably difficult for her to handle which maybe the reason why she needs a bit more help than the other female leads.
And then of course you Alexia and Ada. Both are bad asses. So...Yeah. :P