Well, the easiest solution is to go behind her back and buy the game, and since it seems that you play games in your room anyways, just make sure that if and when she makes an appearance don't let her catch you playing the game.
I'd recommend moving the tv in a position where the back of the tv is towards the door as to give you extra time to switch the channel or turn it off if she makes a surprise appearance.
Alternatively you could explain that effectively in a fighting game both male and female characters have an equal chance of winning against each other and in a strange way Mortal Kombat helps promote gender equality by including strong female characters. I highly doubt the diplomatic approach will work, but it is worth a shot before taking the sneaky way out I wrote above.
And just for the record she wasn't really against the violence in particular but just that it was violence towards a woman, as in if she came in and saw sub-zero and scorpion dukeing it out she would have been ok with the game?