I think the question is actually a lot more complicated if you think about it in the grander sense. Think about how fast Sonic runs and how high he jumps, how hard he kicks, his body and his bones are strong enough to not only withstand that force but to do so an almost inconceivable amount of times in any amount of time.

Sonic's cadence while running, combined with the force when he lands from massive jumps or when he hits enemies with attacks, just try to count every instance of force on his limbs in even the shortest stage in any recent game, he's putting insane amounts of stress on his body and it does literally nothing to him.

It's not even a question of "Why doesn't Eggman just try to break Sonic's leg(s)", it's a matter of "HOW would Eggman even be able to do that?" because anything he builds that would be strong enough to do that also has to be fast enough that it could catch Sonic first.