People would like to be alchemists and turn ordinary metals into gold, turn Sega into a powerhouse in their own minds. The fact of the matter is, Sega, for a brief period in the early 90's was on the road to becoming "the next Nintendo." Many years later, they've been reduced to a lowly 3rd party, being outclassed by companies that previously had developed for their systems. Sega is presently making a bit of a recovery, but they're no longer in the same league as a Nintendo or a Konami. They're fighting for survival.
Presposterous ideas have been spewed in this thread. To this day, you can buy NiGHTS Into Dreams brand new with the 3D controller. The game didn't sell. A sequel is out of the question. A new Sega branded console? Konami has a better chance in that area, but they won't go there; the software business is where Sega should focus their attention.
The world has moved on. Sega's sports games continue to be outsold by EA's. Their newest abominations betray their storied past (Billy Hatcher, Astro Boy PS2, etc...), and their newest hits like Virtua Fighter 4 evolution sell well, but can only do so much for a company that has broken so many promises.