Technically, Arle used to be owned by Compile, but yeah, the principle still applies. Bayonetta is too weird a case to classify properly beyond "the character is made by Platinum".
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In any case, sometimes I don't think you need the most detailed explanation for why you want a character. People like Puyo Puyo and have an interest in seeing a non-Sonic Sega character that's actually from Sega and not Atlus. Sounds good enough to me.