Why do you assume I haven't? I've played SMTIV, still need to finish my neutral path playthrough. Not sure why you're pretending like they're objectively better than the Persona games though, characters are often times stronger and more developed in the Persona series than they are in mainline SMT games, where other things take precedent. I'm personally a big fan of strong characters, though I think the story and characters in P3 were way better than they are in P4, which is overrated imo.
Totally agree on P3 being better than P4, but the thing is that the Persona games have basically shifted Atlus's priorities away from the real SMT games. I mean this has gone too far as Atlus is producing A FUCKING DANCING GAME based on Persona 4. I was okay with a fighting game, and I even think it would be a neat idea to have a mainline SMT fighting game sort of like Marvel vs Capcom, where you would pick a summoner and a demon and could switch between the two in battle, but have to defeat both of the other players.
The mainline SMT games have always been king though. The characters in those games usually are pretty strong (although in SMT4 they did leave a bit to be desired I admit, but honestly the word was it's own character in SMT4), but really the atmosphere of them really does it particularly well. If you haven't already, I highly recommend you play Nocturne. Easily the best SMT game, and one of my favorite RPGs of all time.
I have been playing Devil Survivor 2 lately, and while I'm not crazy about the characters in the Devil Survivor games, I think the gameplay is great, and the atmosphere is too.