No, not really. Microsoft is known to, y'know - sell operating systems. Windows Embedded is running loads of electronics in the world which doesn't mean that those electronics belong to Microsoft. SEGA is not a wiz when it comes to operating systems so they chose to work on a ready base - similarly the original Dreamcast supported Windows CE "mini-distros" embedded in some games to add extra functionality to them, hence the small print on the system saying "Windows CE Compatible". This is a similar case, except the system is embedded into the consoles. I see a difference between a one-off deal to make a couple arcade machines with Nintendo and a long-term relationship SEGA has had with Windows.