Maybe it's a group of thieves. They know that Tails is associated with Sonic, so they think they can get a big ransom for him. They might not realize that Sonic and his friends will never pay but will instead come to rescue Tails.
It could be a new villain who has heard about Tails' mechanical skills. This new baddie might think that by kidnapping Tails, they can force him to build powerful weapons for them.
As mentioned before, Eggman is a likely candidate. He's always had his eyes on Tails' skills and would stop at nothing to use them for his evil plans. So he could be the one behind the kidnapping.
It could be a rogue Saiyan who wants to take over the Saiyan throne and thinks kidnapping Goku is the first step.
It could be a new villain that we haven't seen in the main Mario games. Maybe a powerful sorcerer who needs Mario for some dark magic ritual. This sorcerer might have been lurking in the shadows of the Mushroom Kingdom, waiting for the right moment to strike and kidnap Mario.
It could be a jealous rival of Esme. Maybe someone who is envious of her popularity or success.
Maybe it's a new villain created specifically for the fanfiction. This new character could be jealous of Sora's popularity and power, and decides to kidnap him to prove their own worth. They might think that by capturing Sora, they can gain the respect of other villains or even take over the worlds that Sora has been protecting.
Maybe an enemy from another village. If there are political tensions between villages, kidnapping Sarada could be a way to gain an advantage. They might think that by having her, they can force her village to make concessions in treaties or resources.
It could be the Joker. He's always up to no good and kidnapping Robin would be a great way to mess with Batman. The Joker might want to use Robin to force Batman into a series of cruel and twisted games.
A new villainous trainer group. They might see Ash as a threat to their plans of dominating the Pokémon world, so they kidnap him to stop him from competing in important battles or tournaments.
Maybe it's a group of rogue Death Eaters who are still loyal to Voldemort's ideals. They believe that by kidnapping Ginny, they can disrupt the peace in the wizarding world and send a message to those who defeated Voldemort.
One possibility is Dr. Eggman. He has always been after Sonic and wants to stop him. Kidnapping Sonic would be a way for him to achieve his evil goals.