I think that Shenmue III should be made for Dreamcast and sold as a downloadable file (to be burned to CD-R) for a number of reasons.

:1: Cheaper production cost,

:2: it's such a niche title only the 50 thousand or so remaining Dreamcast owners are going to pay for this game but if you charge 20 or 30 dollars for the download file SEGA still makes 1 - 1.5 million dollars so even though that's not a whole lot of cash for them it might still be a profit from the cheap production cost

:3: All us Shenmue fanboys would get to play it the way it was meant to be played

:4: Maybe SEGA would then release all three parts on PSN, XBLA, and WiiWare to increase profit

:5: Little to no distribution cost because SEGA would not need to print/write GD-Roms, pay for packaging, or pay for shipping.