I was pretty sure about that too. But I looked up “Knuckles without gloves” awhile after watching this. I expected to only get fan art, but a surprising amount of it was official.

Though those pictures are from Archie Sonic and Boom respectively, and neither of those are canon to the games. Your guess is as good as mine as to what’s under his gloves in the games, but now that I think about it, I like the idea of him having spikes on his hands. I thought it was uncanny at first, but it would be a more unique design than the others’ hands.