You know, I never thought about it, but you're right. In the third movie, literally no one is asking why there are anthropomorphic animals that look like they jumped right out of a cartoon; even in the flashback scenes that take place pre-Sonic's arrival to Earth. It really does help make it feel like it "should" be happening if that makes sense.

Plus the third one was absolutely just fan service for people who grew up on Sonic Adventure 2, but it worked so well imo. Hearing Live & Learn during that final battle was fucking awesome. And Agent Stone is probably the best new Sonic character since Shadow.