You've just encountered one of the oldest and most famous rules of the Internet:
Rule 34: If it exists, there is porn of it. No exceptions.
The first thing to point out is that Rule 34 is not a "current trend". Porn parodies have been around in some form or another for decades. The advent of the Internet has merely made them easier to create, share, and find.
Anyway, you're absolutely not alone in your fears - I think that, by now, the vast majority of content creators are well-aware of the Rule 34 phenomenon. There's a story that, when the Disney cartoon series American Dragon: Jake Long was in development, Disney sat down with the creator, showed him a bunch of porn of another of their cartoons, and told him, "This will happen to your show".
Now, personally, I have no issue with Rule 34, either of my characters or of other people's characters. Of course, I recognise that many content creators (yourself included) don't feel the same way, so I'll offer the best advice I can on how to deal with it.
My first and most important suggestion - and I realise you may not want to hear this - is to simply accept the inevitability of it. If your work becomes popular enough, people will make porn of it, and there's nothing you can do to stop them. Asking fans not to draw explicit artwork can help, but probably won't prevent it entirely. You'll just have to brace yourself for it.
There is, however, one avenue available to you: DMCA takedown notices. These basically say, "I am the copyright holder, I object to what you have done with my copyrighted material, and I demand that it be removed". Websites have a legal obligation to obey these notices, and you, as the copyright holder, have a legal right to issue takedown notices to fanart you find objectionable.
To use one of your examples, Nintendo have a long and well-known history of issuing takedown notices to artists who draw porn of Super Mario characters, and even purchased the rights to a live-action Mario porn parody so that it would never see the light of day. The fact that Mario porn is still readily available on the Internet is testament to just how much of it gets produced, although unless your game goes viral, I wouldn't expect it to receive anywhere near that amount.
Of course, in order to issue these takedown notices, you have to actively search for porn of your characters after it's already been made. If you really don't want to see porn of your characters, I'd get someone else to do that on your behalf. You also run the risk of the Streisand effect: the more you try to suppress something on the Internet, the more you run the risk of people spreading it intentionally to spite you.
One solution would be just to simply remove the female characters, but that cripples the story. Male and female characters offer dynamics into a story.
Yeah, don't do that. Not only will having an all-male cast create its own problems, but it won't actually solve the Rule 34 problem. Firstly, people creating porn of male characters is less common, but it does happen. There's also Rule 63: "For every given male character, there is a female version of that character." So people will take your male characters, make female versions of them, and then make porn of those female versions. The most famous example of Rule 63 is probably Bowsette.
For now, I'd suggest you simply try not to worry about it. Just write your game and create your characters as normal. Don't let the fear of Rule 34 stymie your creativity. Once your game has been completed and published, and is in the hands of Rule 34 creators, that's when you need to start worrying.
