Hi.
I can certainly understand why you would feel uncomfortable with your father's way of describing you. It's not the kind of compliment that one would expect to come from a dad.
It seems as though your instincts are saying that he doesn't "mean anything" by it, but even if he doesn't the word "sexy" has a whole different connotation than something like "pretty."
I think it's rational for you to protest, but it seems that your complaints are falling on deaf ears. If you have a mom (or another close relative), you may need to involve her in the discussion, at some point, to back you up.
If you feel weird about "ratting out" your dad, just explain to your relative what you explained to me--that you don't think there's any intention behind his comments, but that they still make you feel uncomfortable. Perhaps she can convince him to stop.
If it makes you feel better, try talking to him once more before you take this step.
Take care.