From what I've seen Sega is actually straying away from the Playstation. For instance franchises that used to be exclusive to the Sony ecosystem such as Yakuza or Persona are now fully embracing multiplatform, and sometimes even giving the cold shoulder to the Playstation community with the Persona 4 Golden going to PC and ignoring the PS4, and the RGG studio being on Phil Spencer's payroll with marketing deals, Gamepass deals and next-gen timed exclusivity.
Remember Astro's Playroom, this cute little game with plenty of references to various franchises from many Japanese publishers ? Guess which major Japanese publisher wasn't AT ALL included in the game ?
Also when you look at the partnership Sony made during the recent years, you see Koei Tecmo (Nioh), Square-Enix (FFVII Remake, FFXVI), Capcom (Street Fighter V), From Software (Bloodborne)... Once again a certain big publisher with a blue mascot is completely absent from the conversation.
My guess is that certain individuals at Sega are still pretty loyal to Playstation (Hashino, Nagoshi, Kamitani if we extend it) but at the executive level things seem a little bit different.