Shadow didn't want to participate in a yoga class, because they doesn't like this sport which they considers stressful and boring, especially when other people are in the class that it seems that you can't escape that scary place.
Then Shadow turned into the shape of a ball, for some strange reason (perhaps because of the power of a chaos emerald)?
Sonic has fun rolling them around the room to annoy them and because the blue hedgehog finds it very funny.
Sonic: How can you turn into a ball without doing Spindash?
Shadow: A defense mechanism
Sonic: Oh really? You're cute like that and I could play with you all day
Shadow blushes: Thank you, but I start to feel a little dizzy.
Sonic: You're like the sibling I've never known Shadow.
Sonic rolls Shadow around the place and throws them on the walls for fun.
Shadow likes to be a ball but does not want to let Sonic know, because it's something weird to like being a ball and it exposes and it would show too much its soft side as they knows that Tails love to be balled up and bouncing around, almost everytime.