Milner's a good player, hard-working and intelligent, rarely loses the ball or gives it away, but "defensive work" is not the prime responsibilty of a wide midfielder and is far from being enough reason by itself to pick someone for that position.
Milner's main drawbacks are his relative lack of pace and lack of the extra sparkle and attacking threat as posed by Lennon. He just doesn't have the same ability to cause panic and mayhem in the opposition defence. This is why Lennon IMO will definitely be in Capello's WC squad, whilst Milner, although he stands a good chance of also being in the squad (probably at the expense of Ashley Young), probably still falls into the category of "question mark" in Capello's mind.
I think Capello prefers the hard working consistant players which is why Milner gets picked over Ashley Young. I think that works in his favour vs Lennon as well.