
I think because Azula was a more complex character. There was a lot of depth to her personality, emotions, and actions. We also have glimpses into why she became the way she did, and she was also highly intelligent despite being insane.
Mielle is just a spoiled, entitled little bitch who hates Aria simply because she's a commoner. She's not very smart, her character relied on Emma, and then Isis to do anything at all. And she's obsessed with her fiancé. There's not a lot of depth or complexity to Mielle.

I think that it's the way how they both slowly spiral into madness that made me remind them of each other, but you're right. Azula had so much character and a lot more spice to her while Mielle just relies on everybody else to do the work for her, the work that she doesn't even supervise and come up with herself.
I am greatly enjoying watching Mielle's slow and torturous mental collapse. Can't wait for her to fall apart completely :)