One problem for 3D fighters at least would be the precise timing of animations as it needs to be frame-accurate while probably needing to get the information back/forth for the animation step occurring at the time while considering that interrupts can occur (other player can hit you while you're mid-animation so it's not just... "send command to run animation loop locally", for example).
Killer Instinct is perhaps one of the games lauded for online experience, though from what little they've discussed, it's partly due to the high tic rate (90Hz while the game renders at 60fps), but they are also very strict about the render budget for online play (on PC, you have to be able to meet their benchmark overhead to go online). IIRC, they allow decoupled for offline. Injustice 2 also operates with a similar philosophy for online/offline from what I can tell on the PC version.
I haven't heard the best of impressions for DOA, Tekken, Soul Cal. Not sure about SFV. By comparison, Netherrealms are also using UE3/4, but they've also had several games under their belt to work on the problem.
edit: moving to spin-off