I think people having trouble with learning bayonetta ("how does she neutral??") should watch this cutscene very carefully.
https://youtu.be/o_BZ8XUXdms?t=1h
Notice how she goads the angels into attacking her? And how she doesnt make the first move? This is reflective of how she plays in the actual game; bait, dodge, punish. Sure, she can jump in and start throwing punches, but most enemies can parry or super armor through some of her attacks.
And whats her most iconic technique? Witch Time, a mechanic that requires you to wait for an attack so that you can dodge it. Plus, those taunts we all love so much? In the games, taunting an angel makes it absolutely livid. They get stronger, sure, but they also start attacking more often and more recklessly.
So why would you want to taunt? Because aggro'd enemies give a bonus to your combo score and drop more halos. The whole "bait and punish" playstyle is literally built into the game, and it has translated to smash very well.
"She has no neutral game and her frame data isnt very good." Well yeah, thats intentional. She isnt a rushdown character. And unlike say, meta knight, you cant outcamp her thanks to her bullet arts. You are forced to approach her. Why do you think her bullet arts are unable to stagger? Besides the fact that it'd be broken, they give people the illusion of "oh well, I can just run through these and hit her while she's shooting me." Nope! You shield or dodge, and then punish!
I truly believe that this is why so many people are having trouble "getting" bayonetta; she needs to be played HER way, not like a poor man's ZSS. The same thing happened with meta knight in the transition from brawl to smash4; MK wasnt the rushdown god of infinite reach anymore, and people didnt adapt until much, much later.
I hope this has made sense to some of y'all. This is just how I see things.