In my headcannon, he asks Rainbow and Fluttershy to leave cos he zero wants to hurt them due to them being heroes. His best be with Twylight and co for their sins including the Marer Do Well and Walking Dead hoaxes as well as the cheerleading and swamp gambits along with betraying the CMC for Cosy Blow and Twylight’s gambit with Novo ’s pearl. He knows Fluttershy was involve but spare her for she was a pawn.
It also rock if it was Applejack he best in Knuckles ’s place; Applejacks fought but Shadow is stronger and faster. And Shadow also ticks Twylight by calling her interior to Rainbow including when he calls Rainbow more courageous and Twylight a coward.

It rock if this happen. And he reacts this way and add he expect the protectors to be as tall as the alicons.