Glad that you enjoyed the game, but it looks like you didn't get that secret item from Chaco!
As many have said before me, I think you're blowing this out of proportion.
I get that sometimes there's a sexuality issue in games, but Cave Story is DEFINITELY not one of those games. It's a harmless easter egg. Curly isn't a "damsel in distress" (I actually found her to be the dominant persona of the two). Once again, I understand your concern, but it's not that big a deal.
In addition!
The Remastered version of this game features a play mode where Curly and Quote swap roles, and Quote becomes the damsel in distress. Though.. Curly still manages to find her own underwear in Quote's hideout in the Sandzone.