If Knuckles had a dollar every time Rouge tried to steal the Emerald, he would probably be rich... and also have no idea what he would do with all that money. All he does is guard the Master Emerald. If it wasn't as important he wouldn't care as much, even if it was his duty to protect it. Doesn't matter, he's stuck here. Guarding the Emerald.
Maybe he should let her keep it next time. What's the worst she could do with it. She'll probably put it in a safe which might do a better job at protecting the Emerald than he ever could. It doesn't matter, she isn't here. Maybe next time he'll follow here and stay wherever she puts the Emerald. The fact that he's even thinking that probably means he's lost it.
Knuckles leaves the next day. Without the Emerald. Only a day. It'll be fine he thinks. So he spends the day away. With his friends. Enjoying the day, a lot more than he thought he would and better than all of that. The Emerald is in the same spot that it always is. Meaning that he was right, it would be fine. If anything he actually got something, a particular bat girl is resting on the Emerald.
"Rouge?" He questions
That wakes up the Jewel Thief and she falls off the Emerald.
"Knuckles?"
Knuckles walks over to her and helps her up from her fall
"What're you doing?"
"You're Job."
"...Why?"
"Someone needs to do it, I'm tired, see you later." With that cut off, Rouge leaves. A very confused Knuckles in her place.
Knuckles sits back on the Emerald. Maybe he won't be so lonely and maybe even he can trust Rouge with the Emerald. Maybe he has lost it, and maybe she has too. Knuckles goes to sleep happier than he has been in a while.