I'm curious about what demons you WOULDN'T want to ever see introduced to the series tbh, Jesus is probably an obvious one because the player is meant to be the Messiah but I think it'd be fun to hear your thoughts.
To be honest, I'd love to see them try Jesus. Mostly to rubberneck at the inevitable wreckage.
The problem with Jesus being in SMT--and this elucidates some issues with perception of demons and their designs as a whole--is that we in the English-speaking/Western world are familiar with Jesus. We know his stories, we know what he looks like, etc., even if it's just a specific version of Jesus from a particular denomination. Jesus in some form or tradition may still be a daily part of our lives, whether we're actually Christian or not. Japan being not particularly Christian (just over 2% of the population of 123 million) means his appearance would have to be localized to a Japanese understanding of what he is. So to make Jesus more palatable to the home audience, they might lean into lean into ideas that would seem fringe or "weird" to us (and thus completely ruin the immersion and suspension of disbelief)--again, only because of our familiarity. One such idea might be this, one that I found while researching for JJCAT almost a decade ago:
But beyond the Takenouchi bunken, there's also the tale that Jesus actually died not on Golgotha but in Japan (!). Obviously this is all JJCAT-level hogwash (to us), but, without the same level of familiarity, it might to Atlus seem like a decent creative starting point for SMT Jesus.
So there you have it. A moderately-informed Megaten fan will think these represent an Atlus Jesus:
When the truth would be closer to this:


















