Actually, I'm gonna disagree here for a moment with the whole "it's just a name thing" and I'll explain why. Now I'm not one of those people who is going to not download and play this game, however there is a definite argument to be said about a game's "name" or symbolism.
Lets take Metroid, for example. Now, I'm a huge fan of the Prime series, but I don't think it's a better game than Super Metroid. I remember how some people were upset at them making a FPS Metroid in the first place. However, imagine if Nintendo called it Super Metroid 2. People might've gotten even more pissed about it, especially considering the love and popularity for the original Super Metroid. I mean hell, Shadow Complex for the 360 is essentially Super Metroid 2, so you can see the love for it. Hell, I can be stubborn about that too, as the reason I refuse to play X7 is because you have to unlock or use save game data to play the main character of the [tornado fang]ing game, the one who's name the game is based on (goddamn that [sonic slicer] if she makes me play it this summer). To me, it'd be the same as having to use Tails & Knuckles to unlock Sonic and...you know what, let me not give them any ideas here.
The point I'm trying to get at is that a name can indeed be symbolic, not just in gaming, but in everything and especially when you're trying to sell something. It's why a lot of people are pissed at Nintendo lately, because a lot of people think that the "Official Nintendo Seal of Quality" means dick now. It's why Microsoft had to come out with Windows 7 and not just continue to try and make Vista better, because the name Vista pretty much means failure in the eyes of the consumers. So, to call a game Sonic the Hedgehog 4 is to try and sell the consumer, being us, that this game is going to finally give new life to the classic Genesis series of old and bring back the good times and good memories that Playable Super Sonic has brought so many of us in the past, just how Mega Man 9 did to a generation of fans who grew up with the classic games of olden times. Like what was said in this topic before, they're not calling it Sonic Rush 3 or Sonic and the Chaos Dildo. They are calling it Sonic the Hedgehog 4. This is different than coming out with a new series, like Rush, the Adventure series, or the Storybook series on the Wii.
Keep in mind, this doesn't bother me much. If I enjoying playing the game, then it's money well spent, and I'm not as hardcore a Sonic fan as some are. However, all I'm trying to say is that a name can hold significant meaning to a consumer, and if this game does not deliver on the marketing strategy that Sega is going for here (and this is transparently evident by using the classic SEGA soundbyte) it can be very damaging to a lot of fans.