The masked bitch makes the male in this relationship her bitch. Why?
Well, pretty much based on Mileena's sai spam alone. Cage has a difficult time closing distance from full screen unless he ducks and inches in closer second-by-second. Even if Cage throws a green ball, Mileena will win the projectile war by virtue of the speed of the sais. Counter all green balls with a roll, JK, air sai combo (or more if in the corner.) Blast Cage with an uppercut if he jumps in. Even though Cage has a deadly CQC game, he is going to be afraid of getting rolled so it shouldn't be THAT big a concern for Mileena.
Cage, of course, needs to find a way to get inside the sai spam and avoid the rolls. Jumping over the spam is possible, but requires strict timing or he will eat a sai or get caught for an uppercut. Slowly inching forward works, but Mileena can always throw in a well-timed roll to catch Cage off guard. If anticipated, Cage can punish with 2xaaHP, shadow kick, but it's hard to do that with constant spam. If Cage does get in close, apply jab pressure, HK, etc. Don't let Mileena breathe and Cage will have a chance.
All things considered, Mileena shuts down Cage pretty good. 9-1 Mileena, all day.