The Irish for "in a sweet" is i milseán.
The sa in Tá siúcra sa mhilseán means "in the", not "in a". sa mhilseán is "in the sweet".
That's a feature of English, not Irish.
Tá siúcra sa mhilseán - "There is sugar in the sweet"
Tá an siúcra sa mhilseán - "The sugar is in the sweet"
Tá siúcra sa mhilseán could in theory be translated as "Sugar is in the sweet", but in practice it isn't, because English is weird.
DeNTaLS-DoTS. Words that start with d, t or s aren't lenited after words that end in d, n, t, l, or s. Because sa is derived from insan, it triggers DeNTaLS-DoTS.
As a general rule, prepositions don't differentiate between masculine and feminine nouns, (except for nouns that start with s - just one of those things!)