I just find it very interesting, especially when it's a character you grew up with, I'm not sure if I ever questioned Zero's or Tails's gender when I was a kid, but maybe I did unconsciously have different expectations from these characters. Is it because making a character sculpted to an ideal, iconic, admiring features often results in making the character looks feminine?
Take mythical beings: angels for an instance, I remember taking mythology courses in school and how when cultures imagine being that symbolizes perfection, the result often is a powerful creature with great strength and a terrifically feminine feature. Has the society unconsciously recognized some sort of unisex ultimate existence for human to admire and look forward to in the future?
Here are characters I know which really made the audience guessed their genders:
Gabriel (Movie: Constantine)
Angel (Movie: The Prophecy 3)
Tails (Sonic the Hedge Hog)
Zero (Mega Man)
Fisheye (Sailor Moon)
Mello (Death Note)
Kazuki Fuuchouin (Get Backers)
Kurapika (Hunter X Hunter)
What other characters you know can fall into this category?