I'd argue that last point. Satanael specifically has that one move that kills gods, 'Sinful shell'. Even if Nyx was a stronger foe, The Holy Grail is still the compilation of Humanity's distorted desires, which must be extremely powerful in it's own right.
Satanael is also at a far grander scale than Messiah.
In a post-game fight, the P3 protagonist wouldn't even be a factor anyway.