In Italy the brand name Sega is a swear word. It means to use a saw but when you say sega to a person it means to M*sterbate. When they shouted out their logo at the start of sonic the hedgehog, it is like shouting W*nker.
I'm guessing they would turn the volume down when they first turned on the console.
In some forums people are debating if that is the reason they didn't shout the logo in sonic 3. There is no proof they stopped shouting their logo because of the Italians and the company itself never revealed why.
If you're not Italian then it would have sounded futuristic and cool.
