The only place where it doesn't? Then they're definitely tripping. While the Nexus itself wasn't stable by any means, it's what allowed the characters to time travel to begin with. I mean, it's not like all the characters just willed themself into the zones to get the Emeralds. The distortion caused an intersection in space-time, connecting the past, present, and future:
Sonic's friends used these intersections to quote en quote "vault through time" (Keep in mind, Solaris doesn't need the intersection to affect things across time. He's already present across all of time regardless of the distortion, so he'd still be Immeasurable and whatnot, making the Super's who scale to him obviously Immeasurable):
You could also just interpret it as all of the zones being inside the black distortion we saw despite the different backgrounds as they're all contained within the same distortion as Soleanna and the same guide describes all the zones they just went through as being the fractured edges of Soleanna. With the "vaulting through time" thing just being somewhat hyperbolic as they're technically just moving through space, but into different time periods that intersect inside of the distorted space.
Actually, based on the Prima guide, they did use the Nexus to send them across time so they can each fight their respective Solaris (Past, Present, and Future). In fact, they fly directly into the heart of the distortion (the nexus):
The whole battle seems to take place inside that white "nexus" but at different points in time due to Solaris' time shenanigans. That would explain why Sonic, Shadow, and Silver could communicate with each other inside their respective voids. Their voices reach each other through the nexus. It's either that, or they were all fighting the same Solaris at the same point in time, but that's unlikely given they specifically needed all three to defeat him in the Past, Present, and Future simultaneously as we know.
Honestly, the whole Solaris fight is a bit confusing and the Prima guide seems to be a bit contradictive on a few parts of the game, making it a bit harder to dictate how some events went down in the game.