I agree what all what was said above, it has more than one meaning and it depends on the accent:

Khaliji accent: وليه means: and why?

Egyptian accent: وليَّه means: woman; and it's usually said to a "helpless woman"

if the "ya" is stressed it would mean woman in egy dialect

وليه means "why ? = for what ?" and this is Egyptian dialect, if I'm not mistaken

@Anca : then it's wider to be an Egyptian word, it goes to Golf and Levantine Arabic :D

 وليه = and why?

and it's used in all dialect from middle East: lebanon, egypt, syria, khaliji ect...