Most likely it's hard to fight who you want in mugen when doing 1 player
there's a simple way
be sure that F1 works and kills the enemy (that means debug is enabled)
ok
now go to VS MODE
choose your char on 1st player and the one you want to fight on second
right before the fight starts press Ctrl+2 i came to know about this trick while wandering with no reason on the mugen comunity outside this site
it will be really helpful for those who like to take on challenges or those who want to fight a new char they got to test it's AI