I watched some Sonic games (Adventures) in English, but I perceived the characters as they're perceived from Japanese media. I think is not really the language but is possibly how hig or low context is the culture you come from.
If a culture is high or low context may change among people who talk the same language and even in work places. Italy is considered high context, while most native English speaker are from low context cultures. So, I imagine is possible that my culture influences me on how I perceive Sonic characters (I look for their action and their reactions), so it doesn't change much if is Japanese or English. For those from a low context culture things might be different and more jarring, they may experiece things more differently than I do...
Below Wikipedia explains about high and low context cultures and how they change our perception.
Anyway. Sonic media I saw in English only
Sonic Adventure Sonic Adventure 2
It was early in the '01's and I and my brother could not talk English at all. We figured all out from the context. I remember when my brother, who was still a kid back then, said: 'Shadow is not evil, he is one of the good guys!'
Sonic Heroes Sonic 06 Sonic Chronicles (Italian, actually) Sonic Forces (Italian - so boring I only remember Infinite's voice because his Italian voice is so beautiful). Sonic Lost World (boring too)
Both English and Japanese Sonic Unleashed Sonic Frontiers (Italian and Japanese actually)
Japanese only
Sonic X - Saw in italian long ago, I don't remember the details. The only thing is remember is...
Then I rewatched all episodes in Japanese (with subs of course) few years ago, some episodes more than once.
Sonic OVA