See, the problem there is that iconic, by definition is objectification. You are literally removing their personhood to reduce them to an icon.
You are also confusing sexy for objectification. In feminist theory, objectification is the reduction of a woman to a non-person. There are seven attributes to this: instrumentality, denial of autonomy, inertness, fungibility, violibility, ownership, and denial of subjectivity. Long story short, it means that their experiences, personality, intelligence, uniqueness, etc is ignored, downplayed, or outright suppressed to reduce them to an object. You'll notice that none of those things specifically target sexuality. It is just that sexuality is where women are more often objectified (but not exclusively).
Basically, if there is an actual character there, they are not being objectified. Take Lara Croft. As a character, she has autonomy, agency, uniqueness, and makes her own decision. She's also sexy. However, being sexy doesn't, alone, remove any of these things. The same could be said for the cast of Senran Kagura. They are all fully realized characters (honestly, more realized than most video game characters). They are also sexy, but being sexy doesn't downplay or remove their hopes, dreams, goals. or gifts. The same is true of Pyra, and honestly, the majority of characters complained about in this thread. If they have a realized character, they are not being objectified.
The one thing you have to be careful of is that they are, by nature of being the creations of artists and writers, already objects. They are not real people and thus can not have hopes and dreams that their creators do not imbue them with. We engage in an act of personification - we give personas to objects in order to make them appear to be human or human-like... but they aren't real. As such, EVERY discussion of objectification, with regard to creative works, will ultimately lead back to the idea that the creators are responsible for treating these characters as objects. But tha'ts backwards. Objectification is removal. Personification is addition. It is the giving of personhood, not the taking of it. Creators give the. illusion of life to objects. They can not take away what was never there to begin with.
Now, if you want to argue that the creators need to be more respectful or considerate - sure, that's fine. Probably true too. But youcan't claim it is objectification because that is a fundamental misreading of the feminist literature. So, to answer your question, there are lots of iconic non-objectified female characters in gaming because by nature of giving them character, we are de-objectifying them. If you want to ask about non-sexy characters, that's fine too, but please don't confuse sexy for objectification. There is some overlap, but they are still separate things. And, of course, discussion of objectification with regards to creative works is absurd, because creative works can not have autonomy (so how can objectification remove it?)