The MC being a pig is a reference to the phrase „Porco Rosso“ (Red Pig), which was used by Italian fascists to refer to communists. He’s actually one of the most ethical characters in the movie. He is sexist at first (as are most men in this setting), but acknowledges his prejudice when Fio saves his life.
He doesn’t sexualize her. She has a celebrity crush on him, but he’s clearly uncomfortable with it both because of her age and because he’s still in love with another woman.

The people who end up sexualizing her are bounty hunters who ambush the pig while she‘s with him in his hideout, but she‘s able to use that to save him (again) without getting herself into any serious danger.