Ex Machina spoiler discussion

There are two reasons within the story for the robot, Ava, being designed as a cute/sexy girl: To characterize Nathan (Ava's designer) as a creep once the reveals start coming in, and as part of Nathan's plan to test Ava's intelligence.

Starting with the first reason, it's revealed later in the movie that Ava is only the most recent in a series of robots which Nathan built. When he's finished testing one model, he reuses what worked for the next model and stores what he doesn't need. All robots he's built are female, and most looked far more human than Ava. He even makes a point of saying in the movie that they're capable of having sex. It's also revealed that Kyoko, his robot maid, was the model previous to Ava, who he kept around without discarding for his own personal use (and yes, it's exactly what you think). Given that he's trying to create artificial intelligence here, this pushes him over into rape and possible incest territory in my book, which is possibly exactly the intended reaction.

Now, for the second reason. The stated test is that Caleb is supposed to interview Ava and come up with his own way of testing her, telling Nathan at the end of his stay whether she passes or not. This is a facade Nathan set up. He realized that he wouldn't be able to tell the difference between Ava actually being intelligent and her simply using the skills she's superior at (facial recognition, drawn from internet databases of images and tags, for instance) to show him exactly what he wants to see. So he instead tests whether or not Ava would be intelligent enough to want to escape a cruel captor and then figure out a way to do so, using Caleb as Ava's possible avenue out.

Caleb falls for this, not realizing that he's being used. It's made a lot easier for him to fall for it thanks to all the societal tropes of men rescuing women. When it's all revealed, Nathan makes the comment that Ava was Caleb's "princess in a tower" to rescue.

To back this up, notice how Ava's designed - she's actually made to be more cute than sexy (unlike some of Nathan's other models). It's all to draw on Caleb's protective instincts.