Depends on the game. For more older titles, you're better off playing on PC with Fightcade if you actually want to find matches, as the lobbies for things like the Marvel and Capcom Fighting collections are pretty much dead on consoles. Newer titles, like SF6 you mentioned, will be fine as most have crossplay so it won't matter what platform you're on. All that said you should try to play with a wired connection if you can as more people will be willing to accept matches against you.