SEGA isn't "backing" the wrong console. The only Wii U exclusives announced are Sonic games, one of which has Mario in it. Sonic games typically sell best on Nintendo consoles, so the partnership makes sense, ESPECIALLY if there is money involved for that exclusivity.
If anything, SEGA seems to be throwing most of it's support behind PC, PS3 and mobile, all of which are doing quite well right now. Hell, half of the line up this year is on PC.
I'll admit I'm disappointed, but I don't think you are giving them enough credit in how they are allocating their development resources from a business perspective.