None of this strikes me as strange. Not in the least.
I had the NES version of After Burner when I was a kid. It came in one of those black unlicensed Tengen cartridges. Right there on the title screen, clear as day, was a copyright date with Sega's name:
Funny thing is, it never struck me as odd. That game came out right about the same time the Genesis launched, and I think Sega was just happy to be making money one way or another, whether it was from their home console, the arcade, or from licensing their IPs out to other companies.
I still don't think it's strange to see VICE on the Switch Online service. Sure, it's a weird-ass choice, but I think it goes to show how little Nintendo cares about what NES games show up on the service. For every title like Punch-Out!!, we're given complete bombs like Clu-Clu Land or City Connection. No. Thanks.
The fact that VICE was originally published by Sammy, which is now owned by Sega, just doesn't mean much. Sega didn't publish the game on the NES. They had no hand in its development or distribution. Nowhere on the title screen does it have a copyright by Sega, unlike After Burner, Shinobi, Fantasy Zone, and whatever other games were licensed out to Tengen. Even then, Sega didn't publish those NES versions, but they still had their copyright on the title screen. To me, that carries much more weight than seeing VICE show up on the Switch with a Sega re-branding.
What's the bigger deal: Sega acquiring a company years down the line and re-releasing their back catalogue decades later, or Sega licensing their games during their initial release cycle for then-current sales on non-Sega platforms?
TL/DR - None of this matters. Segs's games have been on Nintendo systems, complete with their company name and trademark date, a fully thirty years before Sammy's VICE was re-released on the Switch with a Sega re-branding. This topic of Sega being involved in the release of NES titles is, quite frankly, very, very old news.