Sometimes this bothers me too, but remember we interpret these tales through the lens of our own culture. Back when arranged marriages were the norm for ladies, they would often be married off to older, ugly, potentially abusive husbands. It was a natural thing for them to dream of choosing who they would marry-someone young like them, handsome, and compatible. It's not a perfect fantasy, but a better alternative to their situations.
Edmund Dulac, illustration of Cinderella
And sometimes I wonder about the affects of our new visual media, as opposed to oral/written tales. Certainly beauty is emphasized in the old tales-The Grimms' The Frog Prince begins by describing the younges princess who "was so beautiful that the sun himself, who has seen everything, was bemused every time he shone over her because of her beauty." Yet there is nothing specific in this description. Generally the only agreed upon beauty trait in fairy tales is blonde hair, which was not only considered attractive but could be representative of royalty because of its relation to gold. So a girl reading a fairy tale about the most beautiful princess in the world very easily can slip herself into that image. In a way it can increase her self-esteem. But in visual media, there is one specific actress or model who represents the beautiful heroine. It's much easier to compare yourself and feel that you don't measure up when Hollywood standards of beauty are so narrow, as opposed to tales where the scenes and people are left mostly to your imagination.