Thread ahead: Shadow and Knuckles are not, and should not be Sonic's rivals. The only one who has a legitimate motive to be a longterm rival with Sonic is Jet. Shadow and Knuckles, no matter how hard future media tries to shove it, don't fit the definition of a longterm rivalry.

Having a rivalry means you want to compete and be better than someone in the same field. People mistake characters clashing heads or having short bursts of competition as "rivalry" when it isn't. There has to be the same longterm objective and motivation as to why you are rivals.

Jet wants to be better than Sonic in terms of speed, one of Sonic's areas. They are both mutually competitive in this goal of wanting to be the fastest. A goal they both take seriously especially when failure is dealt to either one of them. It builds up across both Riders games.

Jet already knows Sonic is the fastest on the ground so he wants to be the fastest in the air. They both take their races seriously to the point defeat is hard for them to swallow. Shadow and Knuckles don't seem to have this same intensity on wanting to beat Sonic like Jet does.

Now for Shadow. What does he want to be better than Sonic in and why? Saying it's because they are similar is not enough. Shadow isn't set on being the strongest. Shadow is fine with having an equal and even giving his title to someone else. Something Jet wouldn't do.

And saying "It's because he's the Ultimate Lifeform" isn't good either because Shadow doesn't hold the title in that regard. '06 and Forces show how Shadow and Sonic have a mutal partnership as far as being allies. In actuality they are good allies with similar traits.

Now for Knuckles. Why is he suddenly competitive with Sonic? What does he wish to be better than Sonic in? Why neutral goal do they share? Nothing. Once more, characters having short lines of competitiveness does not solely make a rivalry.

If that was the case then Sonic and Tails have a rivalry because Sonic challenged him in SA1. See my point? Characters clashing heads because they have similar or opposite traits is not what a rivalry makes. Characters having short games and lines of competitiveness isn't either.

This is why Shadow and Knuckles shouldn't be pushed as Sonic's rivals while Jet should. They both don't have a motive, a reason or a main goal to want to best Sonic in. Both characters don't care for that. It's just the story forcing it upon them for superficial reasons.

These two on the other hand? Completely all for rivalry that is long lasting and put into more than one game.