Different performers do different acts, and they tend to specialise.
So you'll get some who mostly do comedy routines. Some who mostly do stripping. Some who mostly do dance - ballet is particularly popular. Some who mostly do circus type stuff.
Some will of course combine different areas.
You also tend to get different acts depending on where they are from. Generally UK acts lean towards comedy, US acts are more raunchy, French acts tend to be more dance focussed, etc.
I'm not trying to get anyone to like Burlesque btw. I'm not daft enough to even try. And I can see why you don't like it.
It's not Feminist in general, though some specific acts are and it has the potential to be more Feminist/political.
I'm just posting to explain why some of us like it, and to correct some of the misconceptions.
Will say that since it got so much press attention it has watered down the cleverer side of it, and you see much more simple stripping than you used to.
Oh btw, SoWhat, only just remembered this, but you wrote, "So burlesque performers aren't thinking about sex. Sounds like women mentally writing their shopping lists while having half hearted having sex with their partners"
This may interest you to know that one of the original strippers back in the 40s I believe, Gypsy Rose Lee, had an act that involved stripping while talking to the audience about how while she was on stage all she was thinking about was stuff like buying groceries.
Same performer also had an act where she didn't strip, or the most she took off was a singular glove.
So while she was a part of an industry that at the time was all about titillation, she was also making digs at it.