TL;DR: I'm a Negative Nancy.
Persona 5 is a game that begets a lot of optimism in me when I'm playing. Something about the stat system, the Confidant system, and the way you move around the overworld, give a great sense of control and a feeling of moving forward and improving yourself. Walking around Shibuya station or doing some activity to raise my social stats make me feel happy and calm in a way that few other things do.
But where do those feelings come from? Objectively, Joker's life sucks -- especially at the beginning of the game. You've been wrongly accused of a crime and forced to move to the city and attend another school. Your new legal guardian wants nothing to do with you. On your first day of school, you end up coming in late due to no fault of your own. The other students spread rumors about how you're a violent criminal and actively avoid you. You discover that your gym teacher is abusive and the rest of the school staff are turning a blind eye.
Sure, you also gain special powers that can stop him, but he's clearly much stronger, and now there's the stress of being the only person who can feasibly do anything. Back in real life, you're now facing expulsion alongside the two biggest bums in the school, one of whom is the only person who might consider you their friend (I still hate Ryuji). The only people who seem like they might somewhat care about you or are there to protect you are a mysterous old man and his two abusive prison guard children who you meet in your dreams and tell you vague things/yell at you.
I've personally fallen into spirals of despair over less grave situations than this. There's a mechanic in the early stages of the game where your library study session can get derailed by students around you gossiping about you. You can't focus so you lose out on the increase in your "Knowledge" stat, but being in this situation increases your "Guts" stat. Said Guts stat starts at the "Milquetoast" level, but clearly Joker must have started with more guts than that to 1) stand up against Shido and get falsely convicted and 2) deal with all the bullshit in his life.
If I try to imagine what it would actually feel like to be in that situation, I know I wouldn't even be able to show up to school. But the fact that you're playing a video game does two things. First, it shields you from the stress that you would experience if you were actually in that situation. Second, it gives you an unshakeable belief that things will work out eventually. Is it possible to bring these feelings into real life? I don't know, but it's maybe worth investigating more the difference in my emotions IRL v.s. in-game. For example, I generally feel anxious when walking outside. Embarassingly, I felt some of that the first time I played Persona 5 but it quickly went away once I realized I was "safe".
Fast forwarding through the game, I think I probably would've spiraled for a lot of the palaces. Madarame's situation is chill and low stakes, but facing expulsion again with Kaneshiro (if I remember correctly), being targeted by Anonymous before Futaba's palace, and then being targeted by the police during Sae's and Shido's palaces would've been tough to deal with (and increasingly so). I think I might actually be fine for Depths of Mementos / Yaldabaoth just off of pure adrenaline because it all happens within a couple of hours.
And I probably would've taken Maruki's deal.
Here's a side note that's only somewhat relevant but has been bouncing around in my head recently: in RPGs your character improves by succeeding; in real life it feels like successes are few and progress only comes after many failures. Two things are true: 1) that sounds extremely inane once I write it out and 2) I might be doing something wrong to feel this way.