I can respect Nairo's decision to go Dark Pit against Rosie. There's a bit of confusion as to what the final matchup score is - I've heard everything from "slightly in Rosie's favour" to "slightly in Dark Pit's favour"; personally, I think it's even but a bit frustrating - but there's definitely merit to the idea. Electroshock was always considered a potent gambit in the matchup. Now it's a potent gambit that, if used well, skews the risk / reward right into Dark Pit's favour.
You're probably going to be punished for it. Unless you can bait Luma out of Rosie's space and then knock it into orbit from there, Rosie's got a free pass to whack you with her magic galaxy hands. And magic galaxy hands hurt. But if that's your opening gambit, if you've been playing neutral with the aim of baiting the star child into the open so you can kill it stone dead, then it's not a bad risk by any means. You're going to take, what, somewhere in the realms of 12% damage and maybe a followup or two if it's at low percents? I don't think that's too much to ask. You take a slap on the wrist, Rosie's just had her ace in the hole gimped. Now the ball's in your court for the next 12 seconds. Not a lot of time to get stuff done, sure, but it's time that you'll be happy to have. That's peace of mind few other characters can catch at the touch of a button.
What's really interesting is that this isn't a one-off trick Dark Pit can do. Electroshock, if used correctly, is a constant threat in this matchup, potentially for both opponents: a risky Electroshock that misses is going to get Dark Pit punished with the full force of a thousand exploding supernovae, but an Electroshock in the right place and right time is a heavy burden for Rosie to bear. Play your cards right and you can even force Rosie to keep hers close to her chest, keeping Luma next to her for fear of it being caught out in the cold by itself. Then there's the not-very-insignificant threat of Rosie herself getting bopped by Electroshock if she makes a mistake: a high-stakes game by all accounts.
It's not an option that's going to win out every time, or that's even necessarily the best thing he can do, since it can just as easily backfire and get him an f-smash to the face - but it is an option that forces respect on both sides. Both opponents now have the ability to shut down the others' best options. It has a unique dynamic that few other matchups do. If you're confident in your Dark Pit (and gods know Nairo definitely is), there's merit to pulling it out in this matchup.
Fundamentally, I think both are about even in terms of what they can do. No side has the objective advantage when you take away the very things that define them. It's a matchup that's as much about negating the others' tools as it is about trying to claim a swift and decisive advantage. I don't think it's a great matchup for either side, or that Dark Pit has a significant advantage because of Electroshock, but it's something to consider. I respect the theory that no doubt helped inform Nairo's decision.