Parent and grandparent and GGP are all correct. The snail game is built into all(?) of the system revisions and accessed as such, later systems had other "pack-in" games burnt into ROM. I bought my SMS 22 years ago, so I'm not 100% sure but I think mine came with a cartridge of Hang-On/Safari Hunt, rather than being built into the machine.
Can confirm. Here in EU I have seen both the Alex Kidd model and the Sonic 1 model (the later succeeded the former as Sonic became way more popular than Alex Kidd ever was. Makes sense to me).
I have never seen one packed with Hang-On myself, but I recall seeing it was a thing in a magazine (although, over time, this magazine turned to be pretty unreliable, but I'm pretty sure a Master System bundle with a Sega arcade port and a gun game were a thing in this region)
