Now I'm sure most of you will just say "Yes" and I believed it for the longest while. However, here's a few things to take note of:
1.) Although this isn't the same series, there's a popular show out there, I won't name it incase people here are skeptical of its popularity (but I will say up front atleast two characters are killed in that show), but at the end of Season 3, the main character gains a pair of wings, and flies effortlessly in the final scene. But the movie set after, an interview with her, and, supposedly, Season 4 depict her as unable to fly, usually just falling on her face. To this, one person said "Just an ending, I take as non-canon." I thought that preposterous at first, but then I considered this:
2.) At the end of Sonic Generations, Eggman is imprisoned in limbo with no way out, along with his past self Classic Eggman a.k.a. Robotnik. Not only that, but Eggman implies that if he ever does get out, he'll give up trying to destroy Sonic and take over the world and get a teaching degree instead. And Sonic Lost World begins with Eggman, both on Earth and up to his old tricks. Seeing the awesomeness of the Deadly Six as villains, if I had to choose between the postcredits scene and Lost World, I'd retcon the postcredits scene and say Time Eater's explosion sent Eggman back to Earth and Robotnik returned to merge with his unaltered past self. Because no explanation is given as to how Eggman escapes. There were once rumors of a "Sonic Dimensions" with an interdimensional rift which could easily have gotten Eggman out, but there is no such thing in Sonic Lost World.
3.) The postcredits scene of Knuckles's playthrough of Sonic & Knuckles shows Mecha Sonic laying on the ground and getting back up, even though he clearly died in the fight with Knuckles. If nothing else I say has any power, this atleast has to be non-canon, and is even less of a postcredits scene because it's just a black screen in background instead of actual scery.
4.) Now here's one postcredits scene I'll stand by as canon, but I'm pretty sure others would disagree with me. Many believe that Sonic CD takes place before Sonic the Hedgehog 2. Sonic CD has Metal Sonic, who falls off Stardust Speedway and lays unconscious at the bottom until Eggman heals him in Sonic the Hedgehog 4 Episode I, which takes place after Sonic & Knuckles. I was inclined to believe Sonic CD takes place between Episodes I and II, but others would have them back to back. Postcredits scene of Episode I shows Eggman move aside to reveal Metal Sonic. I have it so it's his first chronological appearance, but others would probably have it non-canon as in their order they'd have him laying at the bottom of Stardust Speedway by now.
5.) I know I explained it by saying he landed in a soft spot of dirt, but the Sonic Lost World scene makes it seem like the soft spot of dirt was created by Eggman's fall, and was simply a grass area before he landed in it. How would he survive that? (Of course the scene will be confirmed as canon if he returns in the next chronological game, maybe Team Rocket immunity, but still)
Not saying this of all postcredits scenes in all series (Pirates of the Caribbean, Zelda, X-Men, and Avengers we know to be true), just talking about Sonic and saying that some of them might not be? Like in Evil Dead 2, the intro was some made-up intro that doesn't follow the previous film at all, actual events beginning when the evil chases after Ash, and the ending implied to be non-canon as well since at the beginning of Army of Darkness, Arthur's knights mistake Ash for one of Henry's men upon arrival in the past instead of honoring him as the chosen one for killing a winged Deadite as in the ending of Evil Dead 2
However, there is one post-credits scene that is confirmed as canon: Sonic Colors, with Eggman drifting through space in his Eggmobile with Orbot and Cubot. Because it was shown in flashback in Sonic Generations and led to the discovery of Time Eater. So atleast one (and as far as I'm concerned, two) postcredits scenes are canon to me for now. So whether the others are canon or not is to be determined by the next game.
Not having a particular view on the issue myself just yet, just interested to hear your opinions of it before I officially come to a decision. (I always viewed actual post-credits scenes like in Generations and Lost World canon)