The reason is that Sega had a local partner (Tec Toy) that understood the market and manufactured the consoles in Brazil.
SNES, on the other hand, where all imported, and importing anything into Brazil has always been hard (bureaucratic and expensive). When it first launched, your only chance of getting one was having a parent bring one from abroad.
This seems to be a general problem of Nintendo, I think.
Someone told me, you could release your game on Sony console and simply get a factory to produce your game discs. While if you wanted to get your game on a Nintendo console, you had to let Nintendo produce the discs for you in their factories, because of quality control reasons, which slowed down the release process and also filtered out many games of companies who didn't want to stick with Nintendos release rules.
SNES, on the other hand, where all imported, and importing anything into Brazil has always been hard (bureaucratic and expensive). When it first launched, your only chance of getting one was having a parent bring one from abroad.