Re: Why Sufis conveyed their message through female characters?
I stay they believe women are inferior spiritually then men. You can refer to their poetry. I know because i use to read Sufi poetry.
Only media portrays Sufi poetry as feminist piece of art whereas Sufi poetry is not supposed to be what they want to make out of it. Just like you said, creative writers do not address is real life issues or problems at hand, media is far from the interpretation of Sufi poetry.
Just giving an example of line by Sultan Bahu. Aiy dunya zan haiz pleeti
If you ask pro-sufis or someone from sufi study circle they will let you know the story behind this analogy.