I would like to look at this from the point of view of the reader, not the writer (I agree with SlinkerStinker that you can't directly make judgements about Tolkien's sexism or not from the fictional books -- and I am also less interested in the man's own attitude than in the effects of his fiction).
From the point of the view of the reader, I think the problem is not so much that the women are or are not strong / admirable and so forth but that they play such a secondary role and that there are fewer of them. Readers identify with characters in books, and for male readers there are dozens of very different characters to choose from and they appear throughout the books. If we just take Lord of the Rings: You can imagine that you are or wish you were Frodo, Aragorn, Sam, Legolas, Gandalf, even Saruman. Maybe some women readers do identify with Arwen or Galadriel and, more likely, with Eowen but this wouldn't keep you going for whole chapters, even books, during which these don't appear. Also, the choice is very reduced: you can be otherworldly and more perfect than perfect, or you can be a man-woman, or you can be a comic crone (Ioreth) in a very minor role. There is, admittedly, one evil female character but she is so vile (Shelob) that her very contrast to the invariably beautiful and valiant women falls into the old duality good/beautiful woman versus evil witch. She is also not even a person but a beast. The variety is certainly nowhere near as large as it is for the male characters.
This sitution hasn't diminished my enjoyment of the book but it does, I think, make the relationship of women readers to the fiction different from that of men.
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