Board Thread:Speculation, Theories, and Rumors/@comment-25912037-20141223043619/@comment-477304-20150528223620

Er... Knuckles can't fly, he can glide which is rather different to flying.

Additionally, Knuckles' connection to the Master Emerald is rather limited; he can sense emeralds and Master Emerald pieces, but that's about it, he hasn't demonstrated use of any Chaos Powers, at least not in the games, anyway. Although he can shut down the power of the Chaos Emeralds, it does require reciting a prayer, which I doubt Shadow would just allow Knuckles to do.