Sonya may have read her little brother's mind when the question was asked. They had just met this 'Knuckles', and sadly, the eldest didn't seem to have it in her trust anyone outside of the lab. Either with or without a human, she didn't have it in her to place trust in anyone just yet. However, she did give a soft glare at the Echidna a few moments after saying that he too was from a lab. Another escapee? Last time she checked, she and Sonic were the only mobians in custody of human personnel. At least that's what she heard anyway. 

"It's a long story, Knuckles. One that we can't just tell immediately. Besides, we trust little to no one right now", she sadly confessed.