If you know that a bug or feature request is broader than just your site, it's better to post it on main meta if you can. (Things known to be specific to one site belong on the per-site meta.) Reporting bugs or requesting features on main meta should mean less duplication compared to reports on (possibly multiple) per-site metas. A post on main meta also has broader visibility, meaning more people are in a position to contribute to the discussion. This extra visibility might, in some cases, get you an answer from another community member (like a workaround for a bug) before a Codidact team member has ever seen it.
For feature requests in particular, knowing how other sites would use the requested change (or what obstacles they would face with it) is helpful info we wouldn't get from posts on per-site metas.
But that's a preference, not a requirement. If you (or your users) post it on the per-site meta, either because people don't want to come to main meta or out of lack of awareness, that's fine. We'll see it, and we're not going to get hung up on "you should have posted this over there". Besides, people don't always know what's a per-site configuration issue versus a general issue. If we get duplicate bug reports we'll collapse them at our end.
Where you post doesn't affect response time from the Codidact team. We feed all new meta posts into one bin for processing, along with issues reported on GitHub and things discovered directly by the development team. We're not using any of the metas as issue trackers but, rather, issue feeders. (That said, we do make our best effort to go back to wherever an issue was reported to update status when we resolve it.)