I was actually under the impression that Astro Boy was a UGA game prior to the merger, and that part of the games failure had to do with most of the team leaving after UGA was gobbled up. Regardless, the game was abysmal. GameInformer compared it (negatively) to Gex for Christ sake. It was unfinished, rushed, whatever you want. It should never have been released, and was probably the worst game Sonic Team or UGA had made up to that point. Regardless of the rationale, that game was unforgivably bad.
Monster Hunter is certainly successful on mobile, but Phantasy Star Portable has also been phenonemally successful for that series. PSP outsold PSO by what, three to one, in Japan? It's also, I imagine, a big reason why Sega has really started churning out Phantasy Star games on a regular basis. Some have actually looked good.
On the topic of Sega and Capcom on mobile, Sega also releases a lot more on mobile than Capcom does, unless I'm mistaken (and very well could be). They aren't as desperate for big hits; lots of small ones. It's a less risky strategy.
Sega's consumer division hasn't made much profit since 2004, but they weren't making any prior, since what, 1996? They do need to do better, though.
As for not making new franchises, you're sort of right. Generally, it seems, the new franchises are gobbled up to ensure success. Fifth Phantom Saga being absorbed into Sonic 06 is a prime example. I wouldnt be surprised if Yakuza Kenzan started as a new IP that became a Yakuza game; same with Of the End. Psi Phi fizzled out, Sega Race TV was released. Feel the Magic was fun, and new. BorderBreak, as has been mentioned, is a great and successful game. Rhythm Thief was solid. Project Diva has obviously been a success.
We don't know they have nothing ready for next gen. That's a bit presumptuous. I tend to suspect they'll be showing more stuff off later in the year, like Germany and Tokyo. Virtua Fighter 6 and Yakuza are both fairly likely, I would say.