In StS, Nightopia/the Night Dimension is one of the highest planes of existence, so to speak, and serves as the lucid dream world for most universes (as in, you have to be lucid to find your way there, unless you’re specifically summoned). Visitors may not be able to fly well at first, but once they get the hang of it, it’s practically second nature.
Sonic Rose can’t fly, due to the weight of all his mental burdens. It bums him out immensely, and also annoys him because it means relying on NiGHTS to get anywhere. (She kidnapped his astral self when he was younger so that Amy would play a “game” with her, see)
I have in mind that he’d manifest Red Ideya (Bravery) at a time when he felt really self-conscious about his perceived lack of intelligence, an event that NiGHTS would help him realize isn’t as disappointing as he feels.