For me it's usually the other way around on other 18+ games. But having both (or more) options is always good.
Viewing post in Pokémon Naughty version comments
it really depends. if you have a sandbox game with only a loose story, a character selection or even a character creator is preferrable. but if you have a rigid story, and stuff like your sex or appearance is plot-relevant, writing a plot circumventing the issue would become an utter nightmare, or get extremely generic in no time