OK...I have the time to break it down now
ahem. It seems everyone was expecting Super Knuckles to be pink and Super Tails to be yellow and have the same effects as Super Sonic. But just who said that anyway? last I remember it was Archie. They're the only ones who have been using the super forms since S3K and since you can't exactly draw color changes, they needed a way to show it. But you must know that Archie's storyline doesn't count towards the game one.
So according to the games, what did they look like?
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What is this you ask? it's Super Knuckles. Where did this come from? Sonic 3 and Knuckles. When do you see it? After you beat the game with only the chaos emeralds. How do I know it's Super Knuckles? because when you do it with Sonic you see Super Sonic. Why doesn't he look like that when you play as him? Because the genesis/MegaDrive can't exactly process something like that (and if it could, there probably wasn't enough space). So a rotating palette was used.
And since we're at the rotating palette, let's look at Super Sonic and Super Metal, who changed into different colors. Each color has three shades of rotating, with the darkest one being the base color. Note that Super Sonic's was yellow and Super Metal's was gold. However, Knuckles and tails' darkest colors were their regular colors. This further goes to show that Super Knuckles and Tails were never intended to change color in the first place...probably in order to highlight Sonic as the star.
That brings on another point. Sonic is the title character and to show this, his Super mode has more flashy effects than all the other super modes. Only Sonic has a hair change, eye color change, skin color change, aura, and stars all in one package. The second closest were Shadow, Blaze, Knuckles, and Metal. Shadow, Blaze, and Metal all had auras and color changes but no stars. Knuckles has an aura and now a hair change, but nothing else. Tails...well...he got the short end of the chaos emerald.
Now with this in mind, let's go to Sonic Heroes. Transformation time (finally). Sonic gets his usual fare as expected, even going back to his genesis hair. So the question begs, what will Tails and Knuckles have? They both got gold shields and in play, Knuckles' hair moves. Why didn't Knuckles get the cool white spirit bomb energy looking thing? It was already used in Sonic X.
Now here's the big un. Gameplay. Off fly the three Supers into the sky. Wait...fly?! Knuckles can't fly! Well he can now as it is a given trait of Super forms. Since we're talking about tails and Knuckles, we'll ignore Sonic for now. Let's look at tails. If you use thunder shoot, you will notice that now the characters' homing attack auras appear. Also, the battleships can be broken with thunder shoot. It seems Tails has gotten stronger...a given trait of Super forms. Now let's look at Knuckles. He has a new combo attack! He now makes fireballs appear with only a punch. He also breaks the battleships and takes no damage! Sonic can't even do that! Not only is Knuckles stronger, but he's now stronger than Super Sonic. Could anything other than a super form be that powerful? A hyper form maybe but those aren't used.
Let's stop here for a momnet. I just showed that Knuckles and tails become more powerful, gain the ability to fly, and are invulnearble to attack (I didn't say that but you should know it) They're probably faster but it's hard to tell in the sky.
Isn't that what a super form is? Stronger, faster, invincible, and flight? Color change makes you no more or less super.
Now let's check out the team blast. All three start hovering (hint) and the formation symbols appear behind them. This right here symbolizes that each of the characters represents the ultimate form of that formation. Could anything other that a Super Form show that? If Knuckles and tails weren't super, then this would be implying that speed formation is the ultimate power, which completly defies the very purpose of this game, which it to show that speed alone isn't good enough. Do I even need to go into the fact that they all start using light attack...or Maximum heat in Knuckles' case.
That right there should clear any doubt in your minds that they may not be super, but wait, there's one final thing that settles it all.
if you have the PC version, you can look into the individual files of the game. The animations for team super are: "ss" "st" and "sk". For Super Sonic, Super tails, and Super Knuckles respectively (Super Shadow would be "ssh".) Someone brought up a neat point that say there was nothing else to name them. How about "Last", "Final", "Final Battle" or other such names? But they weren't used were they? No. And before you go saying that it could mean "shield", what is there to stop sonic from being called "Shield Sonic". Also, the models for the shields (which are stored in Super Sonic's model file BTW) are called "Chrball" which probably means "Character ball" The texture for them is called "Ef_chbyl" (or something like that) which means 'Effect Character Ball yellow"
Short Version:
Super Knuckles/ tails never officially changed color...that was an Archie thing
They're faster, stronger, invicible etc like super forms are
You don't need a color change to be Super
the Team Blast symoblizes each as the ultimate form of each formation
the filenames say so...and if Sonic Team says it..It Must Be True(tm)
now you guys are welcome to think what you want....just know the facts. I'm also open for debate if you think there are holes in my logic