I can't even think of an SMT game that starts you in the action. The franchise is kind of known for being slow builds with Nocturne probably being fastest turnaround and even then, it's not like you jump into fighting demons after you press start. You probably get into your first actual battle fifteen minutes into the game after being introduced to the whole human cast. Persona is even slower in the beginning sections.

On the other hand, a game like Suikoden V does start you in the middle of a mission but the actual plot and story doesn't really kick off until 10 to 15 hours later after fully immersing yourself in the whole political dynamics of Falena.