I'm collecting public sentiment for how you prefer to see (or not see) sighing in English prose. Japanese visual novel dialogue (my experience so far) frequently features sighs (はあ／はぁ／はぁー／などなど) in dialogue. But this is not typically done in English-first novels (generalizing here, bear with me). From my understanding, there are a few ways of handling this, and it truly just comes down to style.
Option 1: *sigh* – Essentially using stage directions to convey actions
Option 2: <i>sigh</i> – Same thing, but in italics
Option 3: Substitution – How would the character "sigh" in English? "Geez…", "Oh my God…", etc. If it doesn't detract from the text, dropping it is an option, too.
Option 4: Completely omit and let character voice, tone, and punctuation carry. Perhaps communicate the action through narrative lines (we are talking VNs here). I realize this is quite similar to option 3.
If you have experience in translation, please give me your professional opinion!
by StrikingPrey