because Eggman, Shadow, Scourge, Infinite and Mephiles did many sins and bad things, they ended up in Bierce's Ballroom. They have already completed the level with the monkeys, Agatha, Golden Watchers and Ducks, now they have the next level...
Scourge: I just want to get out of here asap... Gr...
Shadow: Scourge, shut up, we all want to.
the next portal lit up red, the portal icon looked suspiciously like someone... But they couldn't make out who.
Eggman: That sign reminds me of something…
Mephiles: yes...
Infinite: Let's just get this over with.
They go to the portal
Bierce : Don't try to run away from him, but you can try to hide.
They ended up in an old theater, outside the window was a cemetery and the lights kept fading as they walked down the hall... The theater was like a maze... Until they reached the main hall... The door closed behind them and they looked at the high stage.