This is how I feel yes, I personally find about half of sonic CD's levels to be unfun because my ideal sonic levels are set up like sonic 2. Why make a game where the idea is to run really fast where you keep hitting springs that push you back or poorly placed enemies that damage you because you probably weren't ducking ?
Good level design in sonic especially means I should never EVER feel lost in a stage, I should ALWAYS know exactly where came from and where I need to be going next. This also carries over to the penalization concept, I'd rather the game kill me for failing a jump then cause me to redo a portion of the stage over and over again.
Sonic CD's stages are filled to the brim with idiotic and frustrating elements like what I just mentioned.
I enjoy the music though. It's just, so many people hype this entry to be the best game in the series and it's simply not at all. Even sonic 3 + Knuckles never frustrated me like this.
I can even say that it its probably a case of me not wanting to play the game the way it was likely intended. Most of sonic 1, 2 and 3 AND knuckles all work faily similar, very little in the way of puzzle elements, it's always been about moving as quickly as possible from A to B and A was always the left of the map with B being somewhere along the right of the map, the higher you go through the level the harder it gets. Some small exceptions obviously, sonic 2 DOES have the oil ocean level which is kind of maze like and filled with a few collision errors but STILL, more enjoyable then sonic CD. Sonic CD kind of turns the Left to right gameplay on it's side a bit, it wants you to play through the game a bit slower and more deliberately , calculating ever move and memorizing the best routes , making sure to go to the past and save the future in each area which requires you to search out a widget. The physics and such in the game feel much closer to Sonic 1 as well, which I never got into as much as sonic 2.