The earliest appearance of 'pointed question' I found was this from a 1777 US pubication:
To balance a judgement made in moments of superiority and pride, let me begin by a pointed question: should America now, for the first time, be raised out of the deep....
The Remembrancer, or impartial repository of public events
The sense of 'pointed' corresponds to OED sense 5b of "pointed, adj.",
Penetrating, acute, incisive; piercing, trenchant, stinging, etc.
As remarked in OED, however, sense 5b is "[s]ometimes difficult to distinguish from sense 5d". Sense 5d is
Marked, emphasized. Of attention, thought, criticism, etc.: directed unambiguously towards a particular person, subject, etc.; clearly making a point.
It was perhaps later, through a conflation of the meaning with the very similar 'home question', that the meaning of 'pointed' in 'pointed question' veered toward 5d. That latter sense is attested first from 1768, in Sterne's Sentimental Journey:
A course of small, quiet attentions, not so pointed as to alarm—nor so vague as to be misunderstood.
The variant, 'home question' is first attested from 1687, with this sense:
home question n. now rare a direct or pointed question, esp. one of a personal nature....
1687 R. L'Estrange Brief Hist. Times I. ii. x. 229 Now This was a very short Answer, to a Home Question.
Returning to sense 5b: it is first attested from the late 17th century. It was then that the sense was bloody, as might be expected from the meaning of "penetrating, acute, incisive; piercing, trenchant, stinging". The second quote in OED that attests this sense is from Daniel Defoe's The true-born Englishman; a satyr, published in 1700:
Search, Satyr, search, a deep Incision make;
The Poyson's strong, the Antidote's too weak.
'Tis pointed Truth must manage this Dispute,
And down-right English English-men confute.
The two figurative senses, 5b and 5d, remain entangled in the contemporary meaning of 'pointed question', but the earlier sense 5b informs more directly the violence of the sense inherited by 'pointed question' from literary use of 'pointed Truth'.