For me personally, SSE was much more fun than WoL.
WoL was way to many battles that felt samey. I've finished it once (98,x % completion >.<) and will probably not touch it again and can't even be arsed to go back in to find the thing I missed for a 100 % completion. WoL had things that are cool like spirits and the RPG-like skill enchancements but in the end it became to many battles that felt samey. At one point I said fuck this and just started to play as giant Bowser, using mainly side smash, just to finish WoL fast because I got bored but wanted to finish it.
As a singleplayer mode I prefer Classic mode to WoL in Ultimate.