Mage is a class that likes to setup big bombs in late game.
Big spell mage stuff
Varden and/or modresh
Mecha shark and/or gaia
Quest if they ever run into one again
Even in theory rolling ignites, aegwynn spell damage, or you run into me when I tried to meme kazakusan in mage (wasn’t very good, no)
The longer you let a mage (or any class really) live, the more opportunities they have to blow you up or drop so much stuff that you can’t respond or recover.
So the usual way to upset a mage (other than disagreeing with them on the forums ;p) is to hit her hard and fast. Remind them they’re the squishy wizard.
And if you’re rogue, you’re a class that lacks easy access to heals or armor. So as a rogue, you really want to win earlier than later. If you want to go control rogue, it’s not impossible (pray that you steal a heal/armor from another class, go reno and other neutrals), but you need to know what you’re doing and accept that it’s usually not as optimal as being more aggressive and try to win faster.
This is particularly true for a class without heals or armor like rogue.
Having some techs/counters like Mand said is also a good thing.