Mileena is a sympathetic character, much like Reptile.

She was only created to be a clone to make Kitana's views more to what Kahn wanted her to know rather than what was true, but she feels she is more than what she is created to be. She feels she is the princess of Edenia, that she is the real one, and because of that she will do anything to prove just as so. It's kind of sad

She's evil just because of what she feels.