Let's entertain the idea of supernatural powers existing in reality, first off since in Persona they're not exactly known as supernatural to the public we'll assume that's the case here. So, taking into account the overall Persona series... There's a lot more strange shit than just the Phantom Thieves, gods, demons, and more all exist.
With all that shit hidden in the corners of the world, some people are pretty much bound to find it, use it for their own ends too no doubt. To sum up, I think the world would overall be a bit worse for the average person just with the added chance of being caught up in this terrible nonsense or being collateral damage to it.
Sure, the world keeps on turning and turning with most none the wiser but suddenly at any moment things you almost surely don't know exist and can't defend yourself from can utterly destroy you. Not a world I'd want to live in, to say the least.