Warning! Spoilers ahead for Sonic the Hedgehog 2.
Sonic the Hedgehog 2 features a rather hilarious MCU reference during the titular Blue Blur's battle with Knuckles the Echidna (Idris Elba). However, the film neglects to think about the future by not saving the joke. By the film's end, Sonic 2 sees Knuckles and Sonic becoming friends along with Tails the Two-Tailed Fox, uniting in the face of new threats being teased on the horizon. As such, an imminent foe coming to the live-action Sonic universe would have been much more deserving of Sonic's MCU gag than Knuckles.
In Sonic 2, the Blue Blur and his new friend Tails have been led to Siberia following a message from Longclaw the Owl who confirmed that the Master Emerald was hidden on Earth. Finding a compass to lead them to the temple housing the powerful object, Jim Carrey's Doctor Robotnik and Knuckles intercepted them, resulting in an intense snowboard chase with the red echidna warrior in hot pursuit of the blue hedgehog. Exasperated that Knuckles was still following him, Sonic sarcastically groans: "Oh great, it's the Winter Soldier", a reference to the MCU's Bucky Barnes and his time as a brainwashed and deadly agent of HYDRA.
While there are some similarities between Knuckles and the Winter Soldier such as their inadvertent time on the dark side (Robotnik tricked Knuckles into being his ally by masking his true intentions), the MCU reference is ultimately wasted on the echidna. This is largely due to Sonic 2's post-credits scene teasing Project Shadow and the dark hedgehog of the same name. Shadow the Hedgehog is a classic Sonic rival created by Robotnik's grandfather in his attempt to create the Ultimate Life Form, much like how the Winter Soldier was created by HYDRA in their dark attempts to forge their own Super Soldier like Captain America. While Shadow was made nearly 50 years before the events of Sonic 2, the end of the film saw him waking up, ready to be the next film's primary antagonist. As a result, it seems as though Paramount didn't have a lot of foresight, effectively wasting their Winter Soldier reference in Sonic 2 seeing as how Bucky Barnes is a much better counterpart for Shadow than he is for Knuckles.
It should be conceded that Bucky has made significant steps during the MCU's Phase 4 to move beyond his dark past as the Winter Soldier. As seen in The Falcon & The Winter Soldier, Bucky entered therapy and faced several of his inner demons, having seemingly closed the door and reconciled with his dark past by the series' end on Disney+. As such, perhaps Paramount wanted to make the MCU reference sooner rather than later as Bucky continues to evolve away from the Winter Soldier title, even if that meant using it for Knuckles as opposed to saving it for Shadow in Sonic 3.
Sonic the Hedgehog 2's Winter Soldier gag is one of the film's more comical references as Knuckles races down the mountainside to take the titular hedgehog down. Even so, it would have been much better had it been saved for the future, comparing Bucky to Shadow instead. At any rate, it seems safe to imagine that Sonic will still have plenty of one-liners and jokes at his disposal when Sonic the Hedgehog 3 eventually comes to theaters in the next few years.