I feel as though we have had this conversation before, but I would say Knuckles is harder than Sonic simply on account of having a lower jump height and as such, lower reach. The glide and climb sometimes helps, but enemies that have a height advantage to begin with are more difficult to deal with as him in general, especially flying enemies.
Don't forget that mobility through the stages is only one aspect of what makes a character easy or hard. Dealing with enemies is an important aspect too. Knuckles is easily the slowest character in regards to how he navigates, not considering shortcuts. This combined with his lower reach from jumping can lead to a bit of extra challenge.
This was a deliberate mechanic in S3K, Knuckles was the intended "Hard Mode" playthrough, with his paths often being a fair bit more challenging than the main path and his lower reach causing bosses to be harder and sometimes even requiring new patterns so he could complete them.
He's less difficult in SRB2 than he is in S3K, but I would still consider him a bigger challenge than Sonic.
Knuckles is not harder to play than Sonic in SRB2. I can guarantee you that the platforming assistance and shortcuts provided via glide and climb heavily outweighs any long-cuts and combat disadvantages created by the lower jump height. To my knowledge this sentiment has been corroborated multiple times from new player feedback.
The degree to which character is more combat friendly is also debatable, considering the player can accidentally kill himself by 60-fracunit instathrusting into Fang when the roof is blown off as Sonic but not as Knuckles.
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