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Information in this article may not be canonical to the storyline of the games or any other Sonic continuity.
New World Saga
Having heard of the possibility of a Chaos Emerald being located in the area, Sonic and his friends set off to find the location, but were led astray by Rouge so she could get the Chaos Emerald herself. When Rouge arrived in the area, she was ambushed by GUN. As it turned out, the news of a Chaos Emerald being in Silky Heights was a rumor spread by them in order to capture Sonic for the President.
Later on, Sonic and his friends finally arrived in the same area, only to realize that there really was no Chaos Emerald around.