Yes, but context affects the actual message. Saying the same words to two different people can mean very different things.
Do you actually believe that the two damsels in Spelunky send different messages? Praise tell, what are those messages?
They do not produce two different messages, rather, the whole thing, having a male character as a humerous option sends one message overall: "Hey, we replaced the weak, helpless damsel with a male. Get it? Because females are usually the weak helpless damsel, and its humerously unusual to have a male instead".
The "Because females are usually the weak helpless damsel, and its humerously unusual to have a male instead" is the cultural context part.
What might make it more balanced is if the male damsel wasnt there for humour. Then it would just be "Save these people".
Though, Anita did choose a terrible example in Spelunky. Both (all three) damsels are pretty clearly jokes. The female damsel is making fun of traditional damsels, the male damsel is making fun of her. In my opinion it's fine because it's parody.
This is relevant:
Words like “parody” and “satire” are often thrown around to describe or defend these comedic depictions of yet more helpless female characters. But a simple wink and nod to the audience acknowledging a sexist trope, while actively reproducing that trope, does not automatically grant a free pass to continue exploiting the trope.
I actually am not sure how much I agree with that though. I find it amusing but she does make a point. I wonder how female gamers in general feel about it in contrast to male gamers?