Alright lets delve into this a little. Both sonya and cage are considered to be "rushdown" oriented characters while cage focuses more on getting in and staying in while sonya plays more towards mixups and being able to hurt you in multiple ways.
Offensive Differences- Cage has a 9 frame mid hitting attack that can be staggered for ridiculous offense. Not to mention 2 jabs under nine frames that one is an overhead launcher and the other can end in +3. Sonya has her D4 with its ludicrous range, the ability to cancel almost all strings into MS for a mixup or shenanigans that play insane mind games while also doing huge chip and meter building. She makes you scared to poke even cause of the threat of the dive kick and her ability to Ex-cartwheel as an offensive tool makes her insanely scary to be next to. She can also be put at advantage by a couple things but they are not as reliable frame traps as cages.However, none of her strings hit true mid and all of them have gaps at some point or another making most of her offense revolve only around d4. Tie.
Zoning Differences-This is where sonya i believe really outclasses cage and would be another reason i see them being in different levels of the tier list. Her projectile has insane recovery and helps her to keep at least some kind of zoning battle when she is not rushing in. So basically once you get her off you then she is still not very bothered cause she has a great projectile and meter building abilities at full screen. Cage on the other hand has a terrible projectile that is extremely slow and pretty easily avoided. Advantage Sonya.
Footsie Differences- Both characters have pretty insane footsies. Cage and sonya both have a crazy dash speed and some forward advancing strings to help them get in. On top of her other stuff, Sonya also has a diveckick and some ridiculously good mobile armor in Ex-cartwheel. With a dash Ex-cartwheel can cover almost 3/4 of a screen. The divekick is the best whiff punisher in the game for 40% + a reset that can leave her at advantage for a free mixup. She has a 7 frame uppercut that is probably the most reliabel AA in the game (and brings possible toastys) while also having another 7 frame jab. Advantage Sonya.
Misc Differences- This is where it gets kind of tricky. Sonya is said to have only 3 bad MU's which cage also shares (freddy, Kenshi, Kabal). However, people believe that cage has more bad MUs such as sub zero and sonya herself. Cage is a monster up close but other than that he doesn not have much going for him. He has more bad MUs than sonya (sub, Cyrax, herself, maybe kit) which would take him more toward the A+ range than the S range. For MUs overall, people usually know that if you lose to cage, you lose to sonya and probably worse. Thus why she beats characters like raiden and reptile worse than cage does. LBSH, this girl is insanely broken at every turn. Cage you at least know that you gotta keep him of you. She is almost comfortable anywhere which is scary.
I thinks when it comes down to it they each have insane strengths that would put them around the same in the tier list. But sonya just has more going for her and does better against the top tier than cage does for the most part. Sonya #3 and Cage #7 Putting cage A+ and Sonya S.
How did i do?