The Phantom Thieves, ChatGPT-mini and gramps are thrown into situations that constantly challenge the Phantom Thief ideology, and built on ideas from P5R, we are continuously shown the limitations of what being and acting as a Phantom Thief of Hearts can bring.
Does the ability to change a single heart mean anything when countless others still suffer? What happens when the PT have to defeat an enemy without a heart, is such a thing even possible? Sure, the PT may be strong, but what about the people who don't have the strength to fight?
The game also has the luxury of dealing with a mostly already-established cast, while still excellently introducing new concepts and tasks for them to overcome as the people they've fought to be. This gives room for some fan-servicy interactions, like certain fights that also lend themselves very well to the format of the gameplay, as well as allowing the PT to bond and experience the actual adventure together as more than just team members, as actual friends.
I also believe this game has the only character to make Joker canonically bleed? (not counting himself). Of course, it only made him cooler.