Third party stuff like that requires Nintendo's partners to put effort into it. I'm not sure Sega itself sees much value in its Saturn library, which probably kills this. Dreamcast is more likely.
Seriously, which Saturn games does Sega still even remotely care about? Nights into Dreams got a remake and eventually a sequel...what else?
Anyway, even if we're working under the assumption that the Wii U Virtual Console games are available at launch for the NX (I'm actually not ruling that out and I think it's more likely than some people here do, especially because Nintendo specifically is not calling Wii downloadable titles Virtual Console, which indicates that maybe NES/SNES/GBA/N64/DS titles will carry forward but Wii ones won't), there's plenty for them to do with the systems they currently have out. The DS alone has a vast, vast library. Between filling those out and filling out the Gamecube library they'd probably have enough stuff to keep the Virtual Console people busy for years to come without adding Sega platforms.