I think the story in SMT IV is good. It has a depth to it that makes you think. The world-building and the way the narrative unfolds are both impressive.
The unique atmosphere and mystery of the night setting often draw readers in. The contrast between the darkness and hidden secrets creates an alluring pull.
For me, Persona 5 takes the cake for the best story in the SMT series. It has a compelling narrative with well-developed characters and a unique theme.
Well, you could try checking the abandoned castle. There's a chance Nocturne could be lurking around there after 9 pm. Also, keep an eye on the hidden caves nearby.