I don’t think anyone else has noticed this, but in the new screen shots from Sonic Adventure 2, in the one where Sonic is jumping out of the helicopter, there is a pair of handcuffs attached to one of his wrists. (the one on the right side of the picture.) Now, considering we know that there is some kind of a dark or evil Sonic in this game, this pretty much confirms that at some point, Sonic will be framed and arrested, then escape. The helicopter could be a police copter, and maybe GUN stands for some kind of made up law agency in the game.
