SEGA hasnt made good in-house games since the mid-2000s. Let's face it. SEGA just licenses out its franchises to indie developers who do right by it, but they dont do anything themselves. Note the following:
Sonic Mania
Streets of Rage 4
Panzer Dragoon (Remake)
Shenmue III
Sega is a rudderless ship at this point with a ton of IPs that sit dormant. Someone name me a worthwhile Sega game from the last five years not named Yakuza that was developed in-house. Puyo Puyo Tetris? The Super Monkey Ball Banana Mania HD Remaster? SEGA was putting out quality games for even the Gamecube and the PSP. They haven't put out anything quality in ages. They blocked two sequels to Jet Set Radio and Space Channel 5 for god knows what reason.
Consoles like BonusKun said would just complicate things and further waste development money.