That's probably only because the saxophone hadn't been invented right?
When was that thing even invented?
Flutes make me think of spring a kind of jumpy hoppy annoying rabbit sort of a thing. I bet in different cultures the flute was never thought of as any kind of sexual embodiment.
See also: guitar/jazz. Maybe actually that's why the sax is so sex registered? Because Jazz was kind of this sex thing. I'm oversimplifying because I barely know what I'm talking about here. Anyone?