The scale does go a long way toward dictating what is practical for female characters.
"Realistically", women wouldn't stand out very much from men characters, after you've added combat armor, chainmail, cloaks, etc. And "realistically", blending in with men would be a feature rather than a bug for women in a real army, for various psychological and practical reasons. At a certain point, there's no sense in differentiating very much - the female heads for the Grognards might be the best concession for most generic wargame army kits.
Generic zombies might best just go with generic zombie heads and bodies, defaulting to male, or at least to "too decayed to tell anymore!"
Where the femininity of the characters is important to emphasize, an exaggerated "cheesecake" approach is maybe better employed, just to stand out at 28mm - which is as much as anything the reason that fantasy character women tend to exaggerate the natural curves and do some silly things like fantasy "breast plate" armor, chainmail bikinis, impractical hair styles, and that sort of thing: it goes a long way toward helping with the visual cues that the character is, in fact, a woman, when it's difficult to see anything subtler at that scale. (Of course, the fact that the "cheesecake" sort of thing also crosses over into "sex sells" territory isn't lost on me or anyone else, either, but selling sex to wargamers is hardly the only reason for this sort of sculpting!)
So, maybe boxes of Amazon Warriors and that sort of thing might benefit from a bit more exaggeration and a bit less "realism".
I think I've really come to appreciate what the artists and sculptors at Reaper have been doing with their female minis over the last couple years: the exaggerated "heroic" sculpting style for female characters seems to be drawing from anime quite a bit - the large eyes, small mouth, etc. It's not a style I'm ordinarily stuck on - I'm not an anime fan - but for suggesting feminine faces at 28mm scale, the results are quite effective:
You're clearly not in "realistic" territory anymore with that style, but I think that comes with the territory of 28mm heroic fantasy characters anyway.