From my original thread on Twitter
Apparently the setting of Sonic Rush and the island of Sonic Advance 2 are the same place, due to the fact that Sonic Rush is shown for the first time the Cream's house, while in Sonic Advance 2 Cream is supposed to live right on that island since she is kidnapped right there.
Cream's house as seen in Sonic Rush
Cream's house as seen in Sonic Rush
Cream and Vanilla during the Cream's ending in Sonic Advance 2
The supposed homeland of Cream in Sonic Advance 2
The supposed homeland of Cream in Sonic Advance 2
Cream's house during Sonic Advance 3 true ending
In addition, in the same setting of Sonic Rush you will also find the Tails' Workshop with the overworld sprite very similar to as shown in Sonic Adventure, if we take this into account, both "Sonic Advance 2 Island" and Sonic Rush's setting are actually Mystic Ruins.
Tails' Workshop as seen in Sonic Rush
Tails' Workshop as seen in Sonic Rush
Tails' Workshop as seen in Sonic Adventure
Tails' Workshop as seen in Sonic Adventure
This would explain how Cream arrived in Station Square since they are practically on the border with each other in Sonic Adventure DX, and also justifies how Cream knows Big in Sonic Heroes since they both live in the same island, that is, they are basically "neighbors".
Cream's cameo in Sonic Adventure DX
Cream's cameo in Sonic Adventure DX
Team Rose in Sonic Heroes