The thing is that the dress is usually a symbol of her helplessness, but it doesn't have to be so. The problem is this: how do you make a video game fun to play where the heroine isn't very athletic and wears a dress, but you don't need a genre shift to a non-athletic sort of game?
Dark Souls? I mean, tone it down so that it's still a case of the player succeeding being largely due to experience and luck, but that sort of model for gameplay seems like it would work for a character who isn't (to steal my own turn of phrase) Kickass McTakenames. If the player character is completely hopeless when it comes to athletic activity, put them into situations that they might plausibly survive, given sufficient things in their favor. So instead of Dark Soul's armored knight avoiding a demon that can crush him/her underfoot until obtaining a real sword, then killing it, you have (say) your heroine in a dress doing the same sort of thing, except with a scaled enemy, perhaps an armored and armed mercenary, etc.
Even better, build a game where you can choose to progress along a more militant route of development, with that dress-wearing heroine eventually becoming a full-on soldiering badass, or to stay as she is, probably for a different set of benefits. Make the combat-heavy and diplomacy-heavy development paths mutually exclusive, with each remaining an interesting way to play.
Another way to handle it would be to make the player's combat abilities entirely centered on casting magic and avoiding physical combat, so you've got the physicality of running, climbing, dodging, etc. without worrying about the incongruities of someone who has never been in a real fight suddenly being able to engage in swordplay. This isn't restricted to princess archetype subversions, either; I'd love to see a game like this, especially one where the magic was less "Fireball! Lightning bolt!" and more "Grease! Glitterdust!".
Granted, though, that doesn't do much for sports games. The point I was getting at was that it isn't necessarily about "How do we make it fun to play as an unathletic princess in a game focused on physicality", but rather "How do we make it fun to play as a character who can't get up in everything's face with three feet of steel". It's the same as in any game where the player is squishy: orient the gameplay on stealth, planning, creative problemsolving, and avoidance of open melee combat. It's still about physical combat at the heart, just taken from a different angle.