The Dreamcast didn't have that privilege. I'm not saying Sega's first party games were bad, but they were nowhere near the kind of popularity (I don't necessarily link popularity to quality) that could sustain a console maker. As for Sega's attempt to enter the handheld market, it began and ended with the same console, the Gamegear. It's still a mystery to me why Sega dropped that market, it didn't sell as well as the gameboy but its sales were still very high and well within the scope of what would qualify as a success, it was a much better console than the various Gameboys until Nintendo released the GBA too.
It had that, the 64-bit marketing, and was expandable with things like Turbo... whatever... that made stuff run faster. Sony did that later with PS One to accelerate old games plus have sleaker box. Also had the Gameshark like Sony. Idk if Dreamcast had one. It could help when you wanted some unlocks but had enough of a life that effort to meet requirements wasn't worth it. Perfect Dark comes to mind as we unlocked every gun/gadget in multiplayer that way. :)