Why is it good to match receiver bandwidth to the bandwidth of the operating mode?
Why Receiver noise power is proportional to the bandwidth you let through, so a filter wider than the signal admits extra noise and adjacent interference while adding no more desired signal. Matching the filter to the mode's bandwidth (about 2.4 kHz for SSB, 500 Hz or less for CW, a few hundred Hz for many digital modes) passes all of the signal and rejects the rest, giving the best signal-to-noise ratio. Too narrow a filter is also bad because it chops off part of the signal and distorts it.
Watch out FCC rules set limits on transmitted bandwidth and symbol rates, not on how wide your receiver filter must be, so the 'required by rules' choice is wrong; receiver filtering has nothing to do with antenna impedance or power consumption.
Noise comes in with bandwidth: wider filter = more noise, same signal. Fit the filter to the mode.