Oh, don't worry...Copunga fits the MM style perfectly!

I can clearly tell that this enemy looks like a robot, with those joints.
As for the rest of the levels...How about giving Tai Chi woman a Chinese town level, with a dojo in it? It would be suitable, rather.
Static Woman should get a carpet shop, as a link to her name. Granted, it's about as accurate as Top Man or Gemini Man's stage, but I think it works.

Chainsaw Woman, meanwhile...Eh, she doesn't seem Canadian to me. She seems more like the punkish type. Hmm...A saw mill will do, I suppose.

By the way, you misspelt "desert". I assume that Feather Woman's stage will have Native-American motifs and relics, right? Oh, and wigwams, too? That said, I rather like those level ideas of yours.