Late pop star Michael Jackson had a fairly close relationship with Sega, lending his image to Space Channel 5 and Michael Jackson's Moonwalker. Jackson was also rumored to have contributed to Sonic the Hedgehog 3, a rumor now confirmed.
According to an interview in the French magazine Black & White—the "official magazine of Michael Jackson"—Jackson's composer and musical director Brad Buxer says Michael was responsible for some of Sonic 3's compositions. The themes that appear in Sonic 3 and some of Jackson's own songs are not a coincidence.
As for Sega and Sonic the Hedgehog lead Yuji Naka's caginess about confirming Jackson's involvement? This may be your answer.
"And if he is not credited for composing the music, it's because he was not happy with the result sound coming out of the console," Buxer said. "At the time, game consoles did not allow an optimal sound reproduction, and Michael found it frustrating. He did not want to be associated with a product that devalued his music..."
That translation of the interview comes from a poster on the VGMdb forums, who we'll credit for helping to finally(?) put an end to this mystery.
Update: Ken Horowitz from Sega-16.com—whose exhaustive research on claims that Jackson contributed to Sonic 3 can be (and should be) read here—disputes that Buxer's statements about Michael Jackson's musical efforts in the Genesis game do not yet constitute proof of anything. Horowitz also contends that Buxer's claim contradicts statements of some Sega employees.
In other words, our long national nightmare of not knowing whether or not Michael Jackson worked on Sonic 3 without a shadow of a doubt is not yet behind us.