Sega doesn't have the bread nor production pipeline to make a new console - it's even arguable if they have the software pipeline to supports/sustain one.
That aside, the first minute of the video in the OP includes the sentence "
-maybe it's getting tougher for consoles, but game business overall is still expanding and there's the opportunity to reach more people". So yeah, no way these dudes make a new console. They're a third party publisher and will remain so, I'm afraid
a new sega console in the tradition of dedicated home consoles would have made this medium infinite times more exciting though
