Full disclosure: before playing Sonic Generations (3DS) for review, I had never finished a Sonic game. I bought all the collections and rented or bought used copies of all the Wii titles because I love the series in theory. Sadly, in practice, the games always wear out their welcome before I see the ending credits.
I love the risk/reward equation of maintaining speed, which offers a higher score, a more exciting experience with the level design, and a higher risk of failure, but the way it's implemented in most Sonic games is extremely uneven. You'll take hits all the time from enemies that you'll never see coming when you're at full speed, which will encourage you to play through the stage slowly. Playing the stage slowly is, of course, less fun. Any game that encourages you to have less fun playing it is doing it wrong.
That's the problem with the 2D Sonic games. The 3D Sonic games fix that problem, but the tradeoff is usually clumsier platforming, the sense of being on rails, and general sense of feeling a false connection with the game world.
So yeah, that's why I don't finish Sonic games. I did finish this one, though.