SEGA has been kinda bad when it comes to bringing Atlus games to Europe. So far they've only brought Persona 4 Arena Ultimax here, the rest of Atlus' games since SEGA's acquisition have mainly been published in Europe by NIS America or digital only by Atlus themselves.
I can imagine Persona 5 getting better treatment though.
Actually, that has been a problem for a quite a long time. Even before the SEGA acquirement Atlus titles struggled in PAL regions, due to the fact there isn't an "Atlus of Europe" to speak of. That's why in PAL regions other publishers handle distribution for some games, like for example Nintendo with Trauma Center or miscellaneous companies (SEGA, Square Enix, Koei, etc.) with Megami Tensei titles.