@benret Raspbian Jessie is no longer supported - I think you get a nice message about that when you try to run the RetroPie-Setup script.
Installation on Buster hasn't been 100% vetted, but most bits should work - support for it will probably be part of the RetroPie release that supports the Pi4.
For now, using Raspbian Stretch will give you the best supported Raspbian version for RetroPie.
RetroPie though uses Raspbian Lite underneath, with very little changes added to the system. As far as wireless/networking goes, there's literally no change from a stock Raspbian Lite installation.