Yeah, the outer space level was really annoying too, but I didn't mind it as much as Pumpkin Hill.
I preferred the music in the first one, but they're good in both games.
Yes, no Big the Cat, except in situations like being drowned at the bottom of a pool. Sega knows we hated Big, too.
Shadow didn't necessarily die, BTW. They left it ambiguous in case they wanted to bring him back, and isn't he in Heroes?