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But what if the Phantom Thieves...
Were on a worldwide scale? They could get anyone from anywhere. That'd be interesting.
That would be way to many palaces
Then they would probably grow in number big time. Trust me on this... if they could then there would be a lot of phantom thieves.
Way too many palaces?
Unless there's just a Mementos for each nation/country. There, problem solved.
That probably makes more sense, but then again "collective unconsciousness", so it would probably be just one, and they probably would get a lot of members and multiple palaces done at once...
They'd overwork themselves a lot--
There would be multiple Phantom Teams. One in Japan, America, the UK, China, Australia, Brazil, Russia, etc.
This is sounding like DC storyline
*a DC storyline
Persona 5: Trouble in T--- um..... NYC?
Having a separate Phantom Thief division in each country actually sounds pretty great.
The real difficulty would be in finding persona users.
It apparently wasn't an issue for the Shadow Operatives.
Persona users are pretty common. When Philemon was at his full strength, all you had to do was play the "Master Persona" game to get the potential.

Even after the timeline reset in Innocent Sin, there's still a number of different ways to make contact with your Shadow and obtain the Persona ability. There's probably quite a few that nobody even knows about yet.

I get the feeling there are probably a lot of incidents that happen regarding the collective unconscious all over the world, and quite often too. The Persona series has only covered the ones that happened in modern Japan thus far is all.
I mean at least you have to assume Personas aren't a Japan-exclusive event in universe. Since the Collective Unconsciousness is, well, COLLECTIVE.

As for other ways to intercept your own Shadow, that does seem to be the only real hangup to getting your Persona (naturally, unless you like shooting yourself in the head repeatedly). Every Big Bad seems to like warping the Unconsciousness into its own playground which seems to end up changing how people run into their Shadows and how people get there in the first place.