...Okay, shot in the dark.
If P5's themes were crime and rebellion with a moral of "don't just sit idly by while tyrants ruin the lives of others to ensure their own comfort" and P4's themes were small town melancholy and ignorance with a message of "don't give up on things, be it things about your life that you like or greater concepts like the value of truth just because it comes with bad things" then...
P3 is an existentialist horror story? The opening message was something about how your time was short and make the best of it, so... I'm guessing nihilism and depression, but the message is "life has no meaning and everyone's gonna die, make the most of what you have?"
Am I in the right ballpark?