So basically my theory is this. All the other worlds in the persona series are linked to cognition.
P3: The Kirijo Group experimented on children and young adults with brutal experiments. Such a thing would seem like a living hell...and what is the greek name for hell? Tartaros. Also, Tartaros gets taller and larger the more despair there is on Tatsumi Port Island, so it would be easy to say that it connects to cognition.
P4: We never get a definitive answer on what the TV world is, the best guess given is that it's connected to the minds of the people of Inaba. That makes a lot of sense, considering how everyone in Inaba is obsessed with the TV. The midnight channel itself may have been created from cognition. It's what people want to see, whether it exists or not, it is the perverted nosiness of the town, manifested into an exaggerated television show, with deadly consequences.
and well, we already know how P5 goes.
