This highlights something that I never understood: Why Sega bothered to give Shadow vehicles in Shadow the Hedgehog and 06 when he is much faster than them? I may be mistaken here, but the only transport that somewhat matches his speed is StH's motocycle.
@Cayenne One thing I liked back in the old Archie days is one nugget of info on Shadow. He enjoys working on and riding motorcycles. So I think that explains 06, after he joined GUN he probably had room to find a hobby. Now why he just tried it in ShtH I don't know.