The narrator of "Cinderella" has a pretty dim view of certain tendencies that women have (according to said narrator). Between the nursemaid who uses her looks to get ahead, Cinderella's use of the white dove only to marry the prince, and the stepsisters' gruesome acts of self-mutilation—all done to get a husband—the narrator paints a super-cynical view of femininity and womanhood.
Stands to reason, really. Anne Sexton, like Sylvia Plath, had tortured relationships with gender, gender roles, and the place of women in society, so this theme crops up not only in "Cinderella," but in a ton of Sexton's work. Women are foolish, superficial, and single-minded in this poem. Yikes. But the way in which the narrator snidely caricatures the women in "Cinderella" shows us that she doesn't think women should be like this.
In "Cinderella," one of the ways the narrator's cynicism comes through is through her portrayal of women as passive and submissive. Talk about bitter!
Cinderella, as the main character of the narrative, is a surprisingly weak protagonist and disappoints as a female role model. In other words, she gets an "F," and it's not for feminist.