When the Rogues knock Tails off his board in the intro, Sonic immediately stops, rushes to the back of the race (where Tails is) and grabs his hand. He then smiles at him, gives him a thumbs up, and puts him back on his board.
Knuckles even looks back, has an Oh, Crap! moment of realization and starts to panic until he sees Sonic has it covered. He really does care.
In an early scene, Wave insults the Extreme Gear Tails customized and both Sonic and Amy get extremely defensive of him. Knuckles even chimes in with an Innocently Insensitive agreement it was rude because 'tinkering is all he's really good at".