It's probably Rouge was like shocked when she saw all the clones.

The real Shadow died in Sonic Adventure 2 by sacrificing to save the world. Or I think
that was a clone too 'cuz Shadow was alive 50 years ago, as the game shows the past where
Maria dies.

so is the shadow in 'shadow the hedgehog' not real then? (SonicGirl- too lazy too sign in)

well its rely hard to figure out because shadow died in sa2 but then again if you wait a
whil while fighting the final boss in shadow the hedgehog eggman says hes not a robot but
insted one of his robots found shadow body and he rived him

its like a tootsie roll pop the world may never know...