No abilities are mitigated by armor, although some abilities (God Strength, Angelic Fury) simply add power to weapon damage, which is mitigated by armor. If abilities were mitigated, health and armor stacking would be over the top considering it's not too hard to get 50% mitigation, I think.

To answer the original question - Sedna's pounce is not affected by armor.

The only skill which is affected by armor, that isn't a direct weapon buff type of skill (angelic fury, god strength), is Rook's tower skill, and I'm pretty sure his shoulder towers are also affected..

That's part of the point of itemization. If you find you are having trouble vs. weapon damage, minions, towers, etc. then armor helps w/ that.

However, if what's killing you tends to be spells and abilities then more health would help buffer that.

But like you said, perhaps speed and staying away might be your best option.