I've come to realize that despite appearing frequently, Tails and Knuckles have started falling to the wayside over time. Tails was largely reduced to mission control ever since Unleashed, and oftentimes Knuckles didn't even appear in that timespan. They were both playable in the Boom games, Mania, and Final Horizons, but both times they were only pushed as part of an ensemble cast; It was never "Hey look, Tails/Knuckles specifically has a campaign now." Furthermore, it was still clearly Sonic as the main character, with Mania only having Tails and Knuckles as side campaigns, and Boom and Frontiers swapping between characters but ultimately focusing on Sonic the most. Even when they've been given more important roles, they've only ever been pitched as secondary figures to Sonic.
I suppose Tails was also playable in Sonic 4 Episode 2, but that was also just as Sonic's sidekick. Also it's Sonic 4 Episode 2 I don't know how many people remember that game
Similarily, Eggman's consistently taken center stage as a villain up until Frontiers, but he's never been granted a playable appearance in the mainline titles. Granted, that would require a radical change to the gameplay, but it's still worth considering that he lacks playable status.
In that same time, Shadow appeared less overall, but was still playable twice - In Sonic Forces, and then in Shadow Generations. Technically that's three playable roles less than Tails and Knuckles, but three of those were for Boom; For mainline games, that's about the same amount. Furthermore, both times Shadow was hyped up as having his own solo campaign, with Forces having a short DLC campaign and Gens being an entire game dedicated to Shadow. He's actually framed as another main character compared to Sonic, not just part of the gang.
With the movies, Tails and Knuckles showed up before Shadow, and Robotnik was there since the beginning, so they can say that at least. However, Shadow still got more fanfare overall, what with the Fearless Year of Shadow and everything. Hell, Sega themselves admitted the only reason SxSG exists is because Shadow was showing up in the movies, and they wanted to make a tie-in to that - And that says a lot to me.