I would say, girls are attracted to men who are musicians in general and not just sax players. Only, sax players has plus factor (pogi points) than other musicians playing different instruments because of the reason wacks08 also pointed out, it is sexy and it is easily associated with romantic tunes, which we all know girls are a sucker of.
I guess another reason why sax players catches more attention is because its not a common thing for one to see/hear someone playing sax as compared to, say, a piano/keyboard or any string instruments. Sax is appealing because of its sophisticated and interesting appearance.
wacks08, remember Tuesdya Vargas' comment about what she thinks about guys playing an instrument? Sabi nya nga, nawala tyan mo, nagka abs ka bigla at na in-love si Ruffa Gutierrez sa iyo. hahaha!