When they were kits, back in the lab, the scientists recommended that the two blue hedgehogs were to be housed together, considering that it was important for one kit to get used to another, and imprint them as family the second they open their eyes. Even when they were just kids, the two siblings stayed in that same case until they were ready to be separated from the presence of the other. But still, even at that age, they shared the same bed, ate the same food, and shared the same cage. 

The memories of sharing the bed was coming back to Sonya when she felt her younger brother snuggle against her. She wasn't asleep when this happened, but was silently thinking on how they were gonna make their freedom possible. They were capable, yes, but there was much about the outside they, including Knuckles, didn't know about. So, they were just as clueless as the Echidna was. Were there other mobians out there? Ones who may have escaped from any other labs? Were they currently imprisined or re-captured at this very moment? 

She watched her sleeping sibling who was curled up against her, until she gave a silent prayer to their mother. [i]'We're safe, mother. I promise, I'll protect him with my life'[/i], she thought, before falling asleep herself.