I see it sparked controversy and all that stuff.
There's nothing wrong with interspecies romances in media! see Roger and Jessica Rabbit, Marvel comic's Howard the Duck and Beverly Switzler (interdimensional duck person and human woman), Vastra and Jenny on Doctor Who, Alien Nation especially Cathy and Matt, Marvel's Hepzibah/Corsair (alien furry skunk cat-woman and human space pirate who is Cyclop's dad) Catherine and Vincent in the 1980s Beauty and the Beast TV show with Linda Hamilton/Ron Perlman, Star Trek/Wars alien beings of different races/species with different ones even with human beings, Babylon 5, Farscape, Regular Show which has Eillen/Rigby (mole person and raccoon person) plus Mordecai with a sentient cloud girl plus Margaret's parents being a human male and one a humanoid anthro bird woman, Lilandra and Professor Xavier (mutant man and alien bird woman), InuYasha and Kagome, Hana and the wolfman in Wolf Children, Eliza and Goliath, Bojack Horseman which has plenty of it like Bojack with an owl anthro woman to Kyle/Charolette (human male married to anthro humanoid deer woman and both produced kids), Mass Effect and so much more as they are all proof.
But in the games of Sonic, i think he's better off without any girlfriend.