There are many reasons one can find a character appealing.
Sometimes it’s as simple a base desire as “BIG FAT BAT TATS” — although many fans of Rouge will almost certainly point to other aspects of the character they like besides her formidable assets — but at other times it’s about a feeling of connection and warmth.
In many ways it’s a lot like the eight different types of love the ancient Greeks posited. Even among a cast of characters such as that of the Sonic series, where many characters have a lot of appeal elements in common, one can feel very differently about one character compared to how they feel about another.
Here’s Cream the Rabbit.