cept, she dies in two hits and you can easily be caught charging that, the other kids are just touch and go. also kinda hard to compare a directional shield to full invincibility that charges even when you are running
Ok, so time for an essay on why I like Milla.
So when playing as the other characters, I don't like getting too close to the enemies. Fighting them up close is almost certain to get me hit which I have to as the two characters don't have long range moves. I especially hate those alien solider guys. Those are the biggest pain ever.
When playing as Milla however, I don't have to worry about that thing. I can attack from a distance.
Here's how Milla works. She is a glass cannon. She does insane damage but has low health. However she has every tool she could need to avoid damage even without invincibility.
1. The shield. While it is confusing on what it can reflect or not, it is still an amazing tool for dealing with enemies with long range tools themselves. Also it makes bosses like Mega Serpatine a joke.
2. Long range. Super Shield Burst gives her range. It doesn't matter how much an enemy deals if they don't even have an attack that can reach her.
3. The best jump in the game. Yes, Cyclone is amazing, but the thing is, Milla can essentially go as high as she wants for a long period of time. First due to the insane amount of knockback you get by jumping while doing a diagonal down super shield burst, (which is super easy to time), and the flutter kick giving even more. You don't even need the springs for the first Beetle Ship thing fight. Even ignoring the insane height, just being able to stay in the air for a long time allows you the perfect ability to reposition yourself or get a last second dodge.
4. Momentum shift. Your momentum carrying you towards death or you need more speed or else death will catch up with you? Milla can do that with the super shield burst. Like I said, with proper burst usage, she becomes the fastest character in the game. It's insanity.
5. No special meter. You are right, Millia doesn't have any invulnerability. However, she can do all of what I said with just a three second charge up of a block. Which you can then use at any time. Lilac HAS to have a full bar. One improper use of Dragon burst or even Cyclone can spell trouble. Granted, she has more health to account for this, but thats the point of balance.
6. Milia is a powerhouse. It doesn't matter if the enemy can kill you in one or two hits as long as you can kill them first.
And finally
7. She can dig stuff up. May seem random, but this is important for boss fights. You see, in some of them you can actually dig up shields. Which means she is either completely immune to some attacks, or she just has an extended health bar. Bear in mind some bosses give you multiple shields with this method. The best example is Prince Dali's second fight where you can actually dig up an invincibility shield.
As for why I like her, it is because she can be played slower than the other characters and I don't have to deal with as many cheap shots from the enemies. I honestly felt like I died more playing as Lilac or Carol because there design makes me feel like I should be reckless. While they are still fun, I have the most fun playing with Milla.
Also, I have a zero death save file with Milla which I cleared on normal. (Not like I could prove the latter, but I can prove it was cleared with zero deaths).