since you said "to anyone who does this" (meaning even though you already owe derptile 20 bucks) i'll chime in too.
General gameplay (+sonya)
Cage requires the player to do a lot more. He is required to out-footsie everyone and roughly 2/3 of the cast is designed to counter that.
Sonya doesnt have that issue (well... not nearly as bad) because she has attacking mobility tools that she can combo out of that reset the opponent instead of leaving her/him full screen.
Armor (+sonya)
Cage's is pretty bad, only on startup, punishable and leaves the opponent full screen on hit
Sonyas is broken, full armor, safe, combos into a reset
Projectiles (even)
Splooge ball has one of the worst recoveries in the game and the arc makes it useless anywhere but full screen where it's still very bad. EX splooge is better as a round ender and for frame advantage, but many characters are not jailed into blocking it.
Ring toss has one of the best recoveries in the game meaning sonya will almost never strait up trade projectiles with anyone. Ex ring is not duckable, otherwise it's not fantastic.
Dash Speed is about the same
they're both good at keeping people in their pressure, though cage is better
Cage's f2 is the most inconvenient placing for a move in the game.
Matchups (++sonya)
Cage has 6 bad matchups and a lot of even ones.
Sonya has 4 losing matchups, but sindel is very beatable if played right, so only 3 bad matchups. She wins most of her remaining matchups and only goes even in a handfull. the matchups that sonya loses so does cage, but sonya does better in all of them.
Sonya only really gets killed by S tier and higher (even then manhandles the other 2 on s tier), cage gets beat by S, S+, A and B characters
Xray (+cage, but less important than the other things)
Cage's is flashier, faster startup, High damage, and can combo out of it, but it's one of the most punishable in the game.
Sonyas is one of the least damaging, biggest wastes of meter, but can catch someone at any point and is safe on block. also does chip on block, so it can end a match, though i'm not sure why one wouldnt just use 3 ex cartwheels instead.
all in all sonya is leagues ahead of cage. well enough to be a tier higher, especially because noone below S gives her any trouble (except for MAYBE sindel, a tiny bit 5.4-4.6)