Shadow the Hedgehog as a character directly tells us that SONIC is the Ultimate Lifeform. Eggman's grandfather tried to create the "Ultimate Lifeform" and created a being identical to Sonic in every way. And yet, Sonic Adventure 2 goes out of its way to NOT tell us this. It SHOWS that, it IMPLIES that, but the closest it gets to directly stating this word-for-word is Shadow's dialogue which you only hear very late into the Final Hazard fight if you spend like 10 minutes there or whatever. And most people likely missed it entirely. Most fans of SA2 and Shadow or whatever just flat-out didn't even think about this or connect the dots at all.

That is how you do it. Everything surrounding Sonic being special in any way is subtext and implications, never overtly stated or focused on.