The 'sad sonic story' could revolve around Sonic's sense of purpose. He might start to question whether all his running around and fighting evil is really making a difference. Maybe he witnesses the destruction that still occurs despite his best efforts. It could also be about his relationships. He may have lost a dear friend in a fight or have a falling - out with someone he trusted. This could lead to a lot of self - reflection and sadness for Sonic.
Well, it might be a story where Sonic has a personal struggle. For example, he could be feeling lonely despite his heroic image. He might be dealing with the consequences of his high - speed adventures, like being unable to have a normal life. There could also be a sad part about his relationship with his enemies, perhaps seeing a glimmer of good in them but being unable to reach out due to the ongoing battle.