Well actually, the Artemisia version has links with Artemis of Greek Mythology, the Goddess of the hunt who is depicted as a winged woman holding a leopard and sometimes a lion. I don't see much of how Artemis links with Ultimecia really, but she was worshipped a lot by Women, and was also the Goddess of some womanly things, like virginity and childbirth - And of course in FFVIII Sorceress's were almost exclusively women.