Honestly, Sonic with guns is just Dante.

I disagree, Superman has natural ranged attacks that are quick and easy to use and are superior to guns most of the time, whereas Sonic doesn't exactly have a ranged attack and Shadow's Chaos Spear usually has to be charged up to some extent and sometimes is only capable of stunning enemies, not destroying them.

A gun would be quicker to use and depending on the gun, exponentially more destructive, making fighting much easier for Shadow. (And Sonic, who completely lacks a ranged attack in his default state 90% of the time.) Sure they can get by just fine without them a vast majority of the time, but they'd also benefit greatly from using them.

Superman just has to stare intently at something and a pair of scorching hot laser beams emerge from his eyes and incinerate whatever he was staring at in an instant. Even though all three of these characters have super speed powers and could probably just close the gap near-instantly and melee shit to death, even Superman chooses to just shoot stuff with his heat vision fairly often, meaning that sometimes it's simply easier to just shoot the bastard, whether it be Lex Luthor scheming from atop his office tower or one of Eggman's massed-produced robots.