Hmm...yeah, good point...
Rouge is playing GUN so she can gather intel on things such as Chaos Emeralds and other treasures. GUN are either unaware of this or they are aware and choose to keep Rouge on-board as she is a valuable asset. After all, Rouge HAS worked with GUN to try and save the world.
The real question is why shadow is working with gun. they killed his only friend and then attempted to kill him. Even if he did put the past behind him, i don't think he would work for the people who made his life a living hell.
Intel sucks. AMD rules.
I was just making a joke >.>
I know. I get the joke.
In Archie and Sonic X, she's working off her past record, and in SA2, it's revealed that they pay her jewels or give her their location. Now Shadow on the other hand...