Sega CD is not a console. It is an add-on. Therefore it is not included. Common sense seems to evade you on this point.
The Saturn plays disc games ONLY. The cartridges are NOT GAMES. That's why it's the first "dedicated disc-reading console" by Sega.
I'm afraid that's all there is to it.
22 medium-jumbo frets, 3 mini humbuckers, 2 single-coil pickups, and 6 steel strings of pure sex.