Evil Is Sexy: Loki's descriptions liken him to a bronze Greek statue.
Fan Translation: Only way the English-speaking world is ever going to read these. French-speakers too.
Narm: The OVA could look like this due to its dated looks. The synthesized music doesn't really help.
Nightmare Fuel: The lovingly detailed descriptions of what Loki does to people. And how he eats.
No Export for You: In spite of Shin Megami Tensei becoming much more popular in the west, to the point where even the previously Japan-only games are being localized and ported, this will likely never see the light of day in English outside of fan translations.