Impossible to win? I don't think so. If you know her attacks, then you know how to fight against her. The only problem as Sub Zero is her teleportation kick and her ex roll. I often do Ice klones there to defend from both attacks.
Her vortex is the one impossible to defend, because you don't know where she will attack.
There are many more problems vs Mileena as Sub-Zero.
1. She controls the entire pace of the match with sais. You can't reliably Klone because the sais will destroy to faster than you can use to press your advantage because of how little the recovery on sais are she can just destroy the Klone the second you pop it out.
2. Can't slide in on her because low sai.
3. You get destroyed in footsies
4. She has much faster pokes and if she d1s after a blocked b12 she will beat ANY of Sub-Zero's counter pokes. This is definitely relevant because you will be blocking a lot of those vs Mileena.
5. So basically all of that combined, you are playing her game while she builds shit tons of meter, and you can't really mount an offense because if you get in she may have a breaker. Your only chance of beating her is to put her in the corner and keep her there because that's the only place on screen where Sub-Zero has an advantage.