It was almost refreshing to be stared at so contemptuously: Shadow could match that, and match it he did, glowering up at the AI girl and the space she 'inhabited,' her form fizzling underneath the soft lights of the room. Shadow had no reason to be on-guard around Sage; he hadn't been involved with the Island and so the cyberspace, the Ancients, all of it, it eclipsed his awareness entirely: and anything that Shadow didn't have to think about was only a stepping stone on his path to perfection.
Which was why he was undeterred by Sage's simple question, and while he wasn't as prideful as he had been upon his Second Reawakening, Shadow was relatively happy to simply answer the AI's question. There was no need for a being like him to lie. Besides, even if he did, Sage probably had metrics for evaluating that kind of thing.
"I'm investigating the information the Doctor has on the Gizoid." Robotnik himself did not believe in souls. And yet his grandfather had gone to the pains to imbue such an ancient weapon of mass destruction with one. Overriding that program and giving it a heart: it was almost disgustingly Pinnochio-esque, and Shadow wanted to learn more about Emerl from the perspective of him once being the Gizoid, if it was just luck or chance or because he was such a fine-tuned weapon from an ancient civilization that he was able to have a soul at all, or if it was something else. "He was discovered during Gerald Robotnik's time--during the time of my creation and my initial life on the ARK. I lost all my memories when I fell during the Finalhazard incident. I still have many missing."