Going to be honest with you - I'm not particuarly keen on these links to wikipedia when it comes to lists of films or software. I quickly glanced at this page and thought for a second a silly person had made a page for Mario Kart 8.
I'm thinking that for lists, when it's not within the scope of Sega Retro, it should just be left as normal, black text (or not listed at all). Is it less convenient? Maybe, but it doesn't give an immediate false impression that Sega Retro is covering topics it shouldn't be, and it doesn't inspire the stupids to assume non-Sega stuff is okay. Genuinely not sure if all browsers come with status bars enabled by default anymore, i.e. users don't actually know where they're going.
I also say this because there is no reliable go-to site for non-Sega produce. Wikipedia generally only covers popular games, MobyGames has entire platforms missing, GameFAQs is riddled with naming mistakes, etc.