So, in order to clear things out, I'm gonna sit here and write down the complete analysis of this picture. There are two aspects, Sonic's and Amy's with each stating a number of things and facts. I'm not gonna mention those; I'll just say the story so all the bad thoughts are gone. Let's call Sonic's perspective #1 and Amy's perspective #2.
#1: So, the story starts with Sonic coming back home late at night and Amy is already sleeping. Sonic goes in her room, and kisses her. Shortly after and before Sonic has left Amy, Amy starts to breathe harder and harder. Sonic wonders what's going on and so he holds her hand. Right after that, Amy starts breathing normally again. He begins to get up and starts heading for his room. He then realizes that Amy is trying to say something, however, he can't understand what. He is still holding her hand. He tries to put Amy's hand back down, alas, she doesn't let go. [Without a warning, Amy drags Sonic onto her chest, saying "Don't leave me Sonic!". Sonic is shocked.] This is the snapshot of the picture. I do have to say that Sonic's face in this picture is kinda overdoing it.
#2: AMY'S DREAM. Sonic and Amy are in a mission to suspend Eggman's robot factory function. Sonic and Amy split up for the first time, to search for the deactivation levers. (same logic with Sonic Boom, Episode 2) Amy ends up in a big room, without a trase of sound. Everything is quiet. Suddenly a loud bang can be heard in the background. A radioactive reactor has collapsed, and all radio devices stop working. Amy can't contact Sonic. At the same time, the factory's alert goes off and the room Amy is in is starting to fill with robots. Amy prepares to fight. Sonic is rushing towards her place, but has to find out which way Amy went, before he can regroup with her. The robots attack. Amy repels the first waves of the enemies, but soon gets far outnumbered. Amy gets hit. She doesn't have much power left. But Sonic is there.* They hold each other hands but Sonic start's moving away.** Amy tries to hold him with her in despair and that's when the snapshot of this picture is taken. The rest of Amy's dream only has conventional meaning so, I don't need to explain it all.
*At this time, Sonic got into Amy's room in the real world. **This ONLY happens because of the real-life incident that I mentioned on Sonic's perspective. It is IMPOSSIBLE to happen in reality.
Thanks for reading. I hope that if you did get any improper thoughts in the beginning, you really know that's going on now.