From the source:
 
“Sonic?” Dash asked, “Why can’t you tell me? What happened over there? Did someone do this to you? Give you all…” she asked as she gestured with a hoof at Sonic’s several bruises and scrapes.
 
“I want to tell you,” Sonic said sadly, “But I can’t.”
 
“Sonic, if something’s the matter, I wanna know,” Dash replied seeing that whatever it was he was hiding was really eating him up inside. “I wanna help, I wanna be there with you.” She stepped closer to him and placed a reassuring hoof on his shoulder. “Be there for you.”
 
“Dash,” Sonic mumbled as he looked at her sadly, his hand moving to hold her hoof as she held it against him. “I failed once, it cost me everything. I lost everything and everyone I ever knew because of it. I have to do this one on my own. I’ll be fine, I promise. It’s just,” He gently lifted her hoof to his face kissed it lightly. “I’m not gonna lose you too Dash,” he said with a small smile. “I can’t.”
 
Dash blushed a bit, and turned away, she was never one for sappy talk, but that was damn near adorable. Uncharacteristically so for Sonic, but then Dash remembered that he really had lost everything. Once more, now that they were together, she was slowly realizing how important she had become to him. He needed her, needed her more than anything from what she could tell, and that made her feel special, like she was the most important girl in the world. To complicate matters even more, deep down, at least as far as her fluttering heart and butterfly riddled stomach was concerned, she liked that.
 
“Well don’t you worry your spiky little head Sonic,” she answered before returning the favor by kissing him lightly on the cheek, before flapping her wings and hovering past him in the air and giving him a wink. “I’m not going anywhere. But, I gotta hit the hay, got long day of training tomorrow. See ya after?”
 
“You can count on it,” Sonic said with smile.

i’ll admit the art is good, the cross over fact, id see them more as pals then anything to be honest, or at least competition for each other in terms of speed etc