Cosmo the Seederian was sort of Tails' crush. And in the japanese version she actually died to protect the universe. And that's why Tails was crying his heart out at the end and that's also why he kept the seed that Sonic gave him. This picture is sort of an epilogue scene in which Tails comes to Sonic in the middle of night because he had a dream and realized that Cosmo was really gone.
Why is that any love interests in the Sonic series either die almost instantly or break up from the character straight away? Are Sega/Sonic Team and the people who produce the alternative media allergic to romance?
It's very depressing to hear that Tails only ever had one girlfriend, Cosmo, who had unfortunately died too soon within the relationship. If Sonic has more than one girlfriend, he can loan one to Tails. This would exercise the concept of romance generosity.