Reviews may have played a role but Hell Yeah didn't do terribly with them...averaging 70 on Metacritic for the 360 (65 on PS3) which is around what JSR got (71) and SA2 was in that ballpark too. (A little lower on 360.)
If the game isn't selling well I think it's more likely that the issue is competition, and that's when I (again) have to take issue with Sega for planning their release dates very poorly. I think Sega fans chose to buy JSR or SA2 instead...which Hell Yeah was kinda awkwardly released between the two. And I wish they hadn't, I wish Sega fans would have went for the original content instead, but oh well. I feel like that's a problem all throughout a Digital model, that people are more interested in digital for nostalgic purposes than for new content.