Well the original Four horsemen were Conquest, War, Famine, and Death. But as time went on they started changing, most notably the Darksiders franchise with Fury and Strife, two horsemen I find Insufferable -_-
The makers of Darksiders wanted to take biblical mythology and made their own, you know? Instead of having the original four they changed two of their names and made one a woman. In the bible, to my knowledge, they're all men but as I stated earlier, in the Darksiders series they're not. Still epic storyline though.
I don't necessarily think they look like Anime characters, and Fury is a woman so yeah she has breasts and I agree that her outfit is somewhat skimpy but at least she's not naked lol. And yeah it is a cool game