PsychoIncarnate
The Eternal Will of the Swarm
I dunno, I think NiGHTS the character makes plenty of Sega appearances to be important in the scheme of Sega at leastLara Croft has appeared on Nintendo many times. She's also extremely iconic in her own right.
She's also not really that out of place sans her guns, her design is colorful and her physique is historically downright cartoony.
And that's the problem. There's no SEGA IP that comes close to matching Sonic the Hedgehog, and Tails is an influential character so I think he warrants a spot a lot more than say, Alex Kidd.
Phantasy Star and Super Monkey Ball are probably the closest bets, but there's no noteworthy characters from the former, and a monkey in a hamster ball isn't feasible as a fighter.
and considering the Sega console games alone, he'd be an icon of the times