Mileena tends to make the male ninjas her male bitches and Sub Zero is no exception to that rule.
Mileena can force Subby to be aggressive by virtue of her sai throwing; however she needs to be careful not abuse it as Sub can easily freeze her for big damage. Ground sais are more dangerous that air sais due to the potential crossover, ground freeze, uppercut that can follow after a freeze attempt if it connects. If you run into the habitual Subby turtler, that's a-OK for Mileena. Land a roll then combo off that. Wash, rinse, repeat. When Subby is on danger, roll him instead of telekicking as telekicking can be aa'd pretty easily.
Subby will need to play aggressive, of course. Counter a spam-happy Mileena with a freeze and then uppercut or crossover, uppercut depending on where she was frozen. Ground freezes have the potential to break up roll attempts, but it's never a guarantee. Always be ready to aaRH all jump-ins. Counter rolls with uppercuts or aaHP, ground freeze, uppercut. Slides are effective to get underneath air sais, but if they get blocked Mileena will roll Subby for big damage.
A tough matchup for Subby because of the threat of the roll and the need to be aggressive. Mileena wins this 8-2 at worst.
