I guess acting nonchalant is part of Sega's depiction of the character. Take a look at Sonic's reaction when he encounters Shadow in "Sonic Heroes". Shadow saved the world and supposedly died during "Sonic Adventure 2's" climax; but when Sonic sees him alive and well again, he quickly brushes it off with "Huh. Talk about being stubborn and full of surprises."
... 
But then again, there were times in SatAM were Sally herself acted the same way. In "Sonic Boom", Sally never asks about Kat's whereabouts and/or abduction and carries on without showing any signs of concern. It's no wonder why her character rubbed off the wrong way for many viewers.
Honestly, I can tolerate some of this when it involves background or very minor characters. Since they're not apart of the main cast, how can we expect a main character to care deeply for them when not even the fans can get attached to them due to knowing so little about who they are?
Although, I will admit the group should have some concern for Kat. One off or not, the Freedom Fighters at least should have held their heads in sadness at finding out what happened to him. How else are the fans supposed to take the gravity of a war story seriously if the main heroes don't show any heart?
As for Sonic's reaction to Shadow being alive... I actually didn't think it was that bad. I mean, what was Sonic supposed to say and do? Run up to him and gave Shadow a big hug, saying, "Oh, I'm so glad to see you're alive and well."
They will always in a sense be rivals, so Sonic not being that stirred by his return isn't that surprising to me.
Sally on the other hand is considered the girl he loves more than any other. So, if any friend of his being hurt should hurt and anger Sonic more, it would be her. That's why his nonchalant attitude here was just so disgusting.
I know Sonic in a sense likes to act cool and such, but that was completely inappropriate for him to joke about being the better robot after seeing her body get mutilated by Eggman.