There are two reasons.
1) You want to play a legit copy of the game on a handheld.
2) You care more about the additional colors the GG can display than the SMS's higher resolution.
As for those games though, as I've said before, I like the first GG Sonic, but the others aren't good. I know some people like Chaos and Triple Trouble, but sorry, I don't think any of Aspect's GG games are anything above subpar and moderately disappointing (and they did 2 (SMS/GG), Chaos, Triple Trouble, Blast, and Tails' Adventure). The first GG Sonic is a good game in part because Sega actually made it, not Aspect. And I thought it played fine on GG, lower resolution or no.