I can't take Sonic stories seriously because the "seriousness" isn't earned.
You can't expect me to care about or be invested in a bunch of undeveloped, humorless, one-note characters from the outset.
Without any well-written levity and lighter character interaction to endear me to them, I'm not going to care one iota when you throw these characters into dark, sad, or otherwise trying scenarios.
And that's the problem. This series wants to just throw a bunch of amateurish "dark" storytelling at the wall without earning the investment in such a premise by actually fleshing the characters out first to make me care that their world is being torn apart.
tl;dr - You need to make your audience laugh with the characters before you can expect them to cry with them. (And this series fumbles on both counts)