I don't understand what neutral jumping has to do with anything. Skarlet is considered airborne after U+3, so is Kitana with B+2, they both can perform air specials out of those moves. Mileena is considered airborne during U+4 but not after.
Do you neutral jump first before doing U+3? No. It's just bugged, there is no neutral jump ever occurring.
There's obviously a difference between the different jump states if you can only jump forward during a forward dash, only jump back during a back dash and can't neutral jump in both.
Mileena's u4 just has an animation that makes Mileena jump, like her b2. She's not considered by the game to be in a 'jumping' state, she just has an animation that makes her leave the ground and is considered a normal, so she can do it out of both forward and backward dashes.
Kitana's b2 probably puts her in a 'jumping forward' state. She's not jumping forward, but the move makes the game think she is, which is why she can throw a fan or square out of it. That also lets her do it out of a forward dash.
Skarlet's u3 probably puts her in a 'neutral jump' state. She's not jumping up, but the move makes the game think she is, which is why she can throw a dagger or teleport out of it. However, since you can't neutral jump out of dashes, you can't do u3 while dashing.
Skarlet's u3 isn't just a normal attack like Mileena's u4, and obviously doesn't work the same way as Kitana's b2 since she'd be able to do it out of a forward dash.
I'm not saying you're wrong, since I also think it's bugged, this is just what I think why you can't u3 out of a dash.