Her father was an associate of John D. Rockefeller and one of the wealthiest men in the United States through Standard Oil.
Mai was educated at private seminary schools, spoke fluent French, played the piano, and was interested in art and decoration.
As children, Mai and her brother and sisters spent much time at coastal Fairhaven, where some of their grandparents were still alive.
Over the years, the Rogers family donated many public facilities to the community, including schools and a Unitarian church.
On June 4, 1900, at her father's home in New York City, 24-year-old Mai Rogers married William Robertson Coe, a 30-year-old English-born insurance company manager from Philadelphia, whom she had met on a transatlantic crossing.
The name "Coe Hall" was coined much later, when the land was used as a temporary campus for the State University of New York (SUNY) in the 1950s and 1960s.
In 1915, Lowell and Sargent oversaw transport of the two beech trees from Fairhaven (Mai's childhood home).
The gigantic beeches, with root balls thirty feet (nine metres) in diameter, were ferried across Long Island Sound in mid-winter.
The property's first mansion burned to the ground on March 19, 1918; its replacement, the present Coe Hall, was constructed between 1918 and 1921 in the Tudor Revival style and faced in Indiana limestone.
Images from a book of English country houses, especially those of Moyns Park, Athelhampton, and St. Catherine's Court, inspired its architecture.
William and Mai Coe's interest in rare species of trees and plant collections made the estate a botanical marvel.