I'd like to draw a comparison between SMTVV and MT2 for a moment. And no, it's not the desert netherworld setting, it's the sense of adventure within the apocalypse that no other games in the series do.

Both games start with a feeling of hopelessness and confinement. In VV's case it's with the humdrum of every day life along with the overwhelming threat of being killed with all the mass murders going on you're told about. In MT2 you're told about the nukes and the boring humdrum of being confined to your very cramped bomb shelter with your only entertainment being computer games all day. Your life is structured and boring. Then suddenly demons are thrust in front of you, in MT2 it's Pazuzu invading your game, and in VV it's the tunnel collapse. The netherworld is meant to feel unsafe of course, but it's liberating. For the first time in MT2 you leave your bomb shelter to explore the unknown and are told you're the chosen one. In VV you become the Nahobino and explore looking for a way back home. And inevitably as you unravel the mysteries of the world you've been trust into, you play the role of the hero trying to save the world. You engage in experiences you never would have had otherwise. In other games you lose that sense of adventure to the point where I'm surprised it took so long to get that feeling back. Most of the games since SMT1 focus on ideology and general hopelessness. You are not there for an adventure and you are not the hero. Demons are dangerous tools with nothing to ground them. In MT2 and VV you get to look into their daily lives and even fulfill their quirky requests and explore the strange landscape they call home. And although MT2 sends you on a far more wild ride, like getting swallowed by a demon, getting your arm bitten off, etc VV tries to send you on a strange ride as well meeting giant demons and engaging in their lives and the like.
I hope I'm not the only one who gets how I feel about this but it's why I love both games so much.