Thanks for the responses, guys. Gave me some perspective.
Yeah, this is what I think I'm gonna do. Not give up Vega entirely but continue to mess around with Guile in Casuals until he clicks.
I've been making it a point to learn a lot of new characters in this game, which is the exact opposite of what I did in 4. In my experience, you get your ass kicked for the first night, start to figure a few things out on the second night, and then I'm comfortable on the 3rd night.
Generally plan is to spend the first 10 or so matches getting comfortable with the character's normals, movement, jump arc, throw range, etc. I really don't care if I'm winning at this point, just make it a point to try different things out. Try to build up the muscle memory for your anti-air buttons, stuff like that.
Then I go and learn a quick punish combo, like something that starts with a 3-5 frame move, a big damage combo to punish really unsafe stuff, and a crush counter combo.
Once I can do those on command in matches, I'll go watch pro matches or streams to copy their setups, watch what they do on different knockdowns, etc.
I'm not good enough to go past that, which is part of the reason I'm trying to play so many characters. It's been enjoyable though. Playing characters with different weaknesses forces you to get better as a player. Using Vega was really difficult for me since I have bad reactions, and he has no easy anti-air button like Chun or Birdie, so it forced me to focus more on the distance between me and my opponent.
In general though the best advice is to just not give a fuck about your LP. Even if you lose a ton of points learning a new character, you'll either gain it back as you get better, or you can get them all back easily by going back to your best character.