Winnipeg was up 2-0 after the first period on goals by Adam Lowry and Kevin Hayes.
Jorge Soler and Ryan O'Hearn backed Bailey (2-1) with solo home runs off Domingo Germán (3-1), and the Royals won their second straight after starting the season 5-12, including 0-5 on the road.
Hunter Dozier led off the 10th with a tiebreaking homer against Nate Jones (0-1).
White Sox youngster Tim Anderson was drilled by a fastball two innings after emphatically spiking his bat to celebrate a home run, sparking a benches-clearing fracas with the Kansas City Royals on Wednesday.
Missouri State introduced new Lady Bears head coach Amaka Agugua-Hamilton on Wednesday afternoon. Watch the videos below to hear from Coach Mox.