The short radio transmission from Knuckles really hammers home how dire the situation is for the Resistance. They've lost some of their strongest fighters already, one of which is working for the enemy, another is absent. They're losing ground fast, quickly becoming more of a gurellia movement than an actual opponent to Eggman. They're barely able to keep themselves afloat, and they'll take anyone they can get.
Knuckles: Age or experience don't matter! We welcome anyone with fighting spirits and guts! We are waiting for energetic volunteer soldiers!note Unofficial translation.
Most of the Resistance army weren't even soldiers to begin with. They were just regular people who were suddenly thrust into a warzone. Even the Avatar was just a normal person before getting wrapped up in this mess.
In the Story Trailer, we see the conclusion of Sonic's fight with Infinite. Sonic — clearly having taken a beating — tries to push himself to his feet... only for him to collapse, completely spent. The way Tails screams his name as the scene cuts to black is absolutely heartwrenching. Doubles as Nightmare Fuel.
In the Introduction Trailer, there's a short scene in which the Avatar points a Wispon at someone or something, but has a sad look on his face. Bit less so than other examples, but it makes you wonder what is leaving him this upset.
Think about it from the perspective of Rouge and Omega for a second. Despite the problems with Sonic the Hedgehog (2006), one of the few things people can agree on that was good about the game was how it fully fleshed out just how much Rouge, Shadow, and Omega had grown to be true companions starting from Sonic Heroes. They were a team. Nearing the end of Sonic the Hedgehog (2006), Rouge outright stated that, even if the entire world, including Omega himself, turned against Shadow, she'd always be by Shadow's side. They helped each other all open up a bit, and have been positive influences on each other. And now Shadow is helping Eggman to crush them. Thankfully, it's not really Shadow, but the fact remains they have no reason to think it isn't their best friend trying to kill them.
In the fourth issue of the digital comic, when Eggman first touches the Phantom Ruby, it shows him a vision of Eggmanland. Upon letting go of the ruby, Eggmanland vanishes, leaving him crestfallen. It's a little saddening to realize Eggman may have taken the loss of the original Eggmanland (his big dream for the Dreamcast era and the early Modern era) especially poorly.
The entire starting premise of the game. For the past six months, the entire resistance, lead by Sonics closest friends, has been operating under the assumption that Sonic is dead. Amys still alternating between holding out hope and mourning, Knuckles isnt used to speaking of Sonic in the past tense yet, and Tails appears to have completely cut off contact with the others out of despair and misplaced guilt. Luckily they all find out otherwise very quickly, but the fact remains that for half a year, theyve all been in mourning.
"Nowhere to Run" (Prison Hall)'s lyrics, if one believes they reflect the avatar's feelings during the stage. While they're pushing on regardless by holding on to what hope they see, they feel their anxiety threatening to take over between the crushing responsibility of the mission, the knowledge that Sonic and/or Infinite are around somewhere, and the fear that Sonic will die if they break down. Gives some context to their apparent Cutscene Incompetence the next time we see them.
Nowhere to run Nowhere to hide Destiny will vanish forever
Similarly, the lyrics for "Set in Motion" (Guardian Rock's theme) are something of a positive tearjerker in that they represent the Avatar's outlook lightening as they gain confidence.
Right now, I realize I know that I can't deny Nothing's impossible The rhythm's set in motion now
The ending. After defeating Eggman and his Phantom Ruby-powered Death Egg Robot, Classic Sonic begins to fade away, about to go back home to his own dimension. He offers one last fist bump to Tails before he disappears; as Sonic states that he'll see his alternate self sooner or later.
The song that plays in the first half of the credits, "The Light of Hope", doesn't help either.
Gives a whole new meaning to the line Before I say goodbye to you, one more last fist bump too.
The backstory of Infinite is rather tragic. He used to be the leader of the Jackal Defense Squad, hired by Eggman to protect his facility. After being defeated at the hands of Shadow, he loses his sanity and vowed himself to become stronger, thus he donned a mask and became Eggman's right-hand man.
The final level is Infinite putting Shadow through a huge Mind Screw, especially in regards to Omega having been destroyed prior, and Shadow can only say his name in disbelief on hearing his voice. Another kick is Rouge repeatedly calling Shadow's name to try and bring him back to reality.