Playstation doesn't actually use Azure though...not yet, anyway. What Microsoft and Sony have is basically an agreement of intent, and at most they are exchanging ideas and figuring out problems Sony wants to address in terms of cloud and Microsoft coming up with solutions. They are likely iterating on these as we speak, but we're likely still a few years away before Sony actually starts using Azure en-masse. Additionally Sony is a specific type of client as they are a console hardware provider/platform holder and their strategy with Microsoft is strictly focused on software services and server hardware to power them.
Microsoft's deal with Sega is closer to the rumored (take its believability for what you will at this point) MS/KojiPro deal; that deal also mentions use of Azure and cloud technologies to help further and shape game software development, however with Sega being a larger company than KojiPro (they're their own publisher, for starters), they will be leveraging Azure cloud at a greater capacity which can be leveraged for Sega software content in general.
Where it gets interesting is if this also involves one or several games from Sega, possibly with funding or (obviously) tech-related assistance from Microsoft in some way, that are essentially exclusive to the Xbox ecosystem of Xbox, GamePass and PC. Which...is nowhere near as unrealistic a possibility as some people are trying to make it seem like. They've done this before years ago with the OG Xbox and even the 360, but those were also when Microsoft actually tried courting Japanese support, something they completely gave up on with the XBO and have only started pursuing again the past couple of years.
Some people are probably also worried that this means Microsoft locking away games like Yakuza, Persona or SMT to the Xbox ecosystem; while this partnership probably will mean much better chance of new releases of those coming in parity (timing-wise) with PlayStation and Switch versions of the releases, I strongly doubt Xbox gets any of those specific games as exclusives. If it means they come to platforms like Xbox and particularly PC though (in Day-and-Date fashion), then that's pretty big in of itself. Also it's not like that many Sega games were skipping Xbox even last gen.
Personally I think it'll mean possibility of certain other games that Sega otherwise would not have funded themselves, getting made and those games possibility being Xbox ecosystem-exclusive. Stuff like potentially a new Phantasy Star Online, or a new Crazy Taxi or Outrun, maybe a new Panzer Dragoon, Dragon Force etc. Games that Sega either haven't done a lot with in a long time, or could benefit from leveraging technology like Azure for strengthening MP-centric game design.
Look, a lot of companies, including gaming-orientated ones, use Azure in some capacity, so if this were just simply Sega being another such company using some Azure software/hardware capacities then I don't think that alone would be worthy of putting out as a press release. The fact that Sarah Bond was also apparently a chief factor (if not the chief factor) in managing this deal of a partnership, is also somewhat telling. I wouldn't rule out this deal involving one or several exclusives from Sega for the Xbox ecosystem, in fact there's a pretty decent chance of that being the case, since any gaming-related deals pursued for Azure I figure the Xbox division (who apparently were very involved in this deal) would want to also benefit GamePass which in turn would benefit the Xbox ecosystem and the most common-sense way to do that is with exclusive content.
I think some people who aren't confused as to the nature of this deal (and the nature of the Microsoft/Sony agreement of intent) but may be vehemently dismissing the possibility this partnership could also bear some new exclusive games from it, are doing it out of a fear of what those games may be and what platforms they fear would be losing access to said games, or are just fearful that this somehow is code for a future acquisition. Neither of those things are true, but it goes to show you how badly paranoia can make some people lose their sense of rational thinking. There's no rational reason to assume any such games that could manifest due to this deal include MS essentially moneyhatting Yakuza, Persona or SMT games away from Sony or Nintendo. There's no rational reason to assume that this partnership is a stepping stone to an acquisition or disguising an acquisition in front of our eyes, otherwise that's what the news would be about.
If this deal means we can potentially get new installments in some classic Sega IP that we may not have gotten otherwise, then I'm well fine for it. And, who's to say Sega doesn't have something similar with Sony, say for example with Virtua Fighter, and Nintendo has pretty much adopted Bayonetta from Sega at this point. It was only a matter of when, not if, Microsoft would seek a means of securing new content for their ecosystem and in a way that could feel like a natural evolution of what they did in the OG Xbox days.
I.E. Sega is just using Azure, like millions of other companies, including mine.
Why is this news?
Did your company put out a press release statement announcing their use of Azure publicly? Did the majority of the "millions" (a bit many wouldn't you say? xD) of other companies do similar?
I don't think they did. Yet, Sega are one of the only few who have, along with Sony, and the clear difference between those two is Sony is their own platform holder; Sega is not (Sony's is also a statement/agreement of intent, while Sega's is as an active, full-use client).
While this certainly does mean Sega using Azure to aid in their development pipeline for gaming content in general (it could also be used as part of a restructuring for their arcade online network service), I think there's too much a coincidence with Sarah Bond headlining the deal, knowing their position with XGP and GP, MS's push for more content for GP, and the mentions of gaming software in the statement itself, to not open the door for at least some gaming content for Xbox ecosystem being a strong possibility.
That could just mean more Sega releases for GamePass, for GamePass day-and-date...but they were already getting both without such an announcement of a partnership. So I think this could signal the likely potential for new games for Xbox ecosystem, made in some effort between Sega and Microsoft (the latter providing tech solutions, funding and other types of assistance), but it might be too early to speak on those titles if they are indeed a thing.
I just hope insiders don't spoil the fun, like they always tend to, when it comes to Xbox-related games.