Killer Queen Black is not a peer to peer networking service, the single source of truth are the servers. Servers are hosted in various regions.
Your location with respect to a region, a party member, or an opposing party member, may affect response time and player movement.
Servers are hosted on Amazon Web Services infrastructure. Servers for each regions are currently hosted in:
The game will do it's best to manually select the fastest region for you. However, you can manually specify a region as well.
Currently this only works on PC, however the plan is to add this to Nintendo Switch as well