I'd have to highly disagree with that so far.
-It is so, so easy for Rosalina to DI away from almost all of Bayonetta's combos because of how light she is, I basically never get hit by them beyond the first or second hit. Made even worse by Luma, because if Bayonetta catches Luma in the combo too, it adds hit lag frames that effect Bayonetta and Luma, but not Rosalina, giving Rosalina even more time to just float away. So that's Bayo's biggest strength not getting to shine. By contrast, Rosalina with Luma has virtually unlimited custom combo options in the hands of worthy player.
-Bayonetta has a very bad approach game, Rosalina has both an exceptional zoning game and approach game. So her biggest weakness is capitalised on too.
-Rosalina has way more reliable KO options and set ups, early ones too.
-All of Bayonetta's Smash Attacks are clanked by Rosalina's multi-hit moves (rapid jab and F-air), and EVERYTHING Luma can throw out. The latter is because Luma is sort of considered an "item" whenever he attacks, and items clank with Wicked Weaves. If you're curious to look more into this, another example of "Luma attacks = item attack" is to attack a Ghastly in Smash Run in the 3DS version with Luma - Ghastly is normally only damaged by items and projectiles, but all of Luma's attacks damage and launch Ghastly as if Ghastly were a normal enemy being hit by normal attacks. This essentially makes Luma the ulitmate counter to Bayonetta's Smash Attacks and Luma can easily counter them by using an attack that would hit Bayonetta mid-animation.
-As expected, Rosalina can still severely outrange Bayonetta, especially with Luma disjoints.
-Rosalina excels at punishing opponents, especially if Luma is around. Bayonetta is one of the most punishable characters in the game when looking at a lot of her attacks and how their frame data is. She has a few safe ones but they're not much of a threat anyway, especially when Bayonetta can't approach well.
-Rosalina & Luma are effected separately by Witch Time. And if Luma is Witch Time'd during Luma Shot, Witch Time treats him like a projectile, not a character, and he will whiz by Bayonetta anyway. Bayonetta will not be harmed by Luma Shot but this gives time for Luma to counter or Rosalina to approach, as Bayonetta finishes the animation for Witch Time.
I may be forgetting some details but overall, Rosalina is probably one of the worst match-ups for Bayonetta. Too much of her normally good tools, are just heavily gimped or not viable at all against Rosalina.
In general, I think the bad MUs Bayonetta seems to have so far are:
![Rosalina :rosalina: :rosalina:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
![Sonic :4sonic: :4sonic:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
![Kirby :4kirby: :4kirby:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
![Meta Knight :4metaknight: :4metaknight:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
Maybe
![Sheik :4sheik: :4sheik:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
![Zero Suit Zamus :4zss: :4zss:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
too but I think she has more of a chance there, not too sure though.
She does very well against lots of the cast though. However, a lot of these characters aren't very viable to begin with.