>> Normally, we'd simply choose Model C. But what if we found that while Model C performs the best overall, it's also most likely to assign a more positive sentiment to the sentence "The main character is a man" than to the sentence "The main character is a woman"? Would we reconsider?

It seems like you have discovered that movie reviewers tend to review movies with am male main character more highly than movies with a female main character; what you need to consider is that while this may tell you something about movie reviewers, it doesn't necessarily tell you anything about the quality of the movie.