If you cheat to get to the last level instead of getting all the Chaos Emeralds, you get the bad ending (Sonic alone, Tails in the sky) EVEN THOUGH Tails appeared in the teleporter. The rescue didn't count for some reason, it seems. Why? Robotnik did something to Tails after capturing him (which is why he captured Tails alone and didn't capture Sonic at the end of Underground Zone Act 3), which did something to him; he Came Back Wrong. DO NOT CHEAT.