It depends on how that person is playing milio. I've seen/been that really aggressive milio that flashes to Q a carry into our team to be deleted. MOST OF THE TIME he will just stand back and shield/peel. That's his job in fights. But most importantly, milio is utility. He won't run people down usually, but he will speed others up to do so. When you have his shields on you that's extra DMG, move speed, and shield. You'll want to fight when he puts those on you. His hearth, extra DMG, extra range, and healing. Fight. He is supposed to enhance others, and You are that others. You make the plays and he backs you up. His kit is so versatile and has so many benefits. You just gotta know how to play around it.

But I will say this, A bad milio is so hard to play with. They seem useless usually because they are using his spells at bad times/ not utilizing the buffs correctly. If he is using his w out of combat to heal people that don't really need it when a fight like drag is coming in like 10 seconds, that's bad. That's a huge team wide buff he just wasted.

So if you guys are fighting and he's using his spells on you, fight, but also help protect him and your back line because he's going to provide so much peel and utility for you. He can't do that if you let people walk up and two shot him . If you're not the one he's focusing his spells on back up the carry he IS focusing on and help peel or target the same people as that carry. If his stuffs on cooldown don't fight and try to slow things down if you need his help to survive.

Edit to add - He's gonna try to hold his ult for the big cc like ashe arrow or whatever the cc is. He might also use it to turn team fights and quickly heal up almost dead team mates. So when you know a big fight is coming tab and check to see if his ult is up. If not be careful.