I do not understand your reasoning at all. How is desert to snow any less unusual than Marble to Spring Yard, or Aquatic Ruin to Casino Night, or Hill Top to Mystic Cave, or Flying Battery to Sandopolis? Arbitrary theme changes are a defining feature of the original Sonic games and even most of the modern ones, and they didn't even have transitions of any kind until Sonic 3, and even THEN they were very crude ways to show a transition to a level just as jarringly different as the previous Sonic games always did, they came up with the bare minimum just to excuse the trope change. The Game Gear games, CD, 3D Blast, and all the others did exactly the same thing with whatever tropes they felt like doing next. They built the game around their ideas, not the other way around.
These are not the right questions. The basics of what you want to consider is, if you want the beginning of your game to be Greeny Greens Land and the end of your game to be Evil Techno Lair, and what all you want in between. After you come up with all your themes and level ideas, then try to figure out a good logical progression. Do not start with nothing and then create your level themes based on what might come next, as I said above that contradicts the way Sonic games were. You do not have to come up with a good transition between them either. As I also said above, Sonic games did not give a shit about trying to transition level themes.
Answering these questions has no bearing on the level design process nor the quality of your levels. This advice is senseless.