ray the Flying Squirrel, and Mighty onscreen has sega forgot these

SEGA didn't forget these characters, they just don't do anything with them. For example, if anda look around in the City Escape level in Sonic Generations, there are some Lost & Found/Wanted posters of Ray, Mighty, and Fang/Nack hanging on the walls there (classic stage; I don't know if the Modern one has these). Plus they're somewhere in the Archie comics, I bet.

As for why they don't do anything with these characters besides the comics, I can't say. Maybe it's because of the newer ones of the baru-baru ini millennium. Who knows?