SEGA is a very diverse company that has tried many stuff so what has that SEGA feel is subjective.
However, I do have a more specific answer with the games developed by Sonic Team. When I think of a game developed by Sonic Team, I tend to think of games that are vibrant and colorful with a tendency to have some quirk to give it an identity. You can see what I mean with games like Sonic, Ristar, NiGHTS, Chu Chu Rocket, Puyo Puyo, and so on.
So with that in mind, I tend to think of Phantasy Star Online and Burning Rangers as blacksheep, since they try to go for a more realistic approach with the tone. For example, the humans (or humanoids) don't have that Sonic-esque proportions like they do for games like Sonic, Puyo Puyo, and Billy Hatcher. The colors are also handled differently, for example in Burning Rangers the colors are pretty dark with the occasional splashes of color from lights while Phantasy Star Online goes for a more subdued look unless it's a particularly hi-tech area. I'm not saying it's bad or good or whatever, but you can tell they have a different flavor from the norm. Hell even several of the Sonic games like Sonic 06 and Shadow the Hedgehog also gives me this vibe.