Bayo seems to just kinda hit on Sonic's weaknesses. He loses to trapping vertically; she can just fall with him and swing aerials that either link into deadly (again vertical) combos, or at higher damage those aerials just kill. From the highlight video I saw, it seemed like Ken would be airdodging a bair... and tweek just positions himself so another bair punishes the airdodge, lol. Or nair, or uair at combo percentages.
Not to mention he struggles with good hitboxes, which she has in every direction. And he can't really lame her out without a discrete stock lead, because of bullets. He is pressured to go in the entire game while she gets free chip damage. Even when the sonic kills me, if I'm bayo I am totally content to sit outside his range and fire bullets while stacking up damage, then ill get the kill with the least amount of damage taken.
Also, his escape option... launches him into the air. Against most characters this is an ok to mediocre reset, against bayo she can just come at you hard with aerials and ABKs and punish you for being high in the air.
Sonic still has invincibility on his special which lets him zonebreak, bayo is still combo food (though Sonic's traps change, he has to grab a ton more which is ok but doesn't do heavy damage like spindash confirms... those are super risky with ok reward vs bayos amazing reward for a good WT)
She can launch up and snag him for anything besides impeccable spacing. Even then he sticks his leg out and she can probably grab it.
But really, when you play sonic and he slowly takes down your options and suddenly you know you're gonna get hit, and then you take 40% from spindash blasting through your move.. how much do you wish you had an effective counter? That slows him down, hits with generous frames since he can mix it up a little?
Not to mention, when he dinks your shield it becomes a game of chasing him up to punish, which again bayo excels at. If sonic didn't have his vertical combo game it would probably be a blowout, and even that is really risky because if you read an airdodge and get it wrong you can get divekicked or witch twisted, AGAIN these are super deadly and make his generous risk reward actually slanted against him for once.
She also puts out a ton of damage in the early game, which is exactly where sonic wants to take his lead. She also takes advantage of his recovery uniquely well, with auto guards just by holding A... Conversely, spring is not really scary at all for bayo, she almost always has a way around it and even if it hits the reward is paltry. Hell, she only gets better at randomly winning with rage so at a certain point your damage is counterproductive until you can throw kill her. Its like someone made a character to kill Sonic
Cloud is rough too, nair is just amazing. How is sonic getting better in the meta with these monsters around? I've noticed more smash 4 super early kills with him which is genuinely scary, but otherwise... meh.