Think about it, in the newest movie of sonic there is the same actor that plays Derek Morgan in Criminal Minds, playing a federal agent as well. In the end of the criminal minds airing it isnt explained where Derek Morgan goes after his time at the BAU. So, it could be true that he underwent a identity change and joined another federal branch that is after Sonic, thus coming full circle in how Sonic exists in the same universe and same Earth as the show Criminal Minds.

Just saying