Board Thread:Sonic News and Updates/@comment-26567650-20130918114614/@comment-5215338-20130918133430

Also, if you look at the Japanese website, it explains the gun. It appears that Eggman is up to his evil schemes again, and he's carrying a capsule with the Eggmobile. Sonic and Tails take to the skies in the Tornado and try to stop him, but Eggman pulls out that gun and shoots down the Tornado. Sonic and Tails end up crash landing on Lost Hex.

Source.