Well, it's not a SEGA game, and it's multiplatform, but El Shaddai: Ascension of the Metatron is something of a hidden gem, IMO.

It's SUPER trippy, and does a lot of that transitional play style shifting, where it goes from 3D environments to platforming and fighting on a 2D plain, sort of like Nier.

Speaking of Nier, I'm not sure if it's been re-discovered by the masses since the sequel, Automata, was such a hit, but the original Nier is (or was) something a sleeper hit that I consider somewhat of a hidden gem.