We don't just model ourselves to attract a mate. Men often wish to appear more masculine so as to intimidate other men, for example. This effect is absent from most discussions about preferences and self-image.
Unless you’re talking poisoners and embezzlers and the like who don’t need to warn because they don’t engage in direct conflict.
I get you; someone can look helpless but be packing a Desert Eagle .50 and prepared to use it in any trouble. I don’t see how that is an advantage over not looking helpless, unless the idea is to attract trouble and then kill it.
Obviously not every schoolyard bully gets an army and a navy to play with, but they're all dangerous in their own ways, and that danger often stems from a self-conscious desire to project power.
Putin's propaganda features these absurd strongman displays of masculinity because it works, it's a very well known and ancient exploit in the human mind and societies as a whole.
I'm sure Putin would prefer to do the evil things he does without having to do the whole song and dance of propaganda.