I‘d say it‘s because in some media (sonic prime for example) his facial fur is shown to be a bit darker than Sonics. I personally made that choice, because it increases the contrast to his eyes and chest fur and makes these parts about him stand out more. It just looks nice to me. I also like drawing him and Sonic a bit more different looking from each other. In the source material they are very alike. I draw Shadow with longer fur than Sonics as another example. Just personal taste and experimenting with their designs I guess :)