Jean of Arc doesn't appear in Nocturne. Loki comes as a Tyrant Race demon. Easiest fusion recipe would involve a Fury Race demon and a Vile Race one; try several combinations.

It has Astaroth/Ishtar in it. It involves supernatural phenomenon and demons in general. It has a Law/Neutral/Chaos Alignment system that affects your ending.

There are various references to Persona 3 and Persona 4 in the game. There's music from Nocturne, Persona 3 & 4 and DDS 1 & 2 in it. It makes a cameo of it's own in Persona 3 Portable.

Atlus USA's decision to attach Shin Megami Tensei for name recognition purposes is a questionable justification. The creators of these games don't consider Persona, Digital Devil Saga: Avatar Tuner, Devil Survivor and so on to be Shin Megami Tensei games, and in fact they don't feature the "Shin Megami Tensei" label on those games' materials at all in the original Japanese releases.

In short, if we're going to include all those other non-SMT games on the list, I don't see why we shouldn't include a game that features similar themes, similar characters, and on top of that straight out references to other Mega Ten titles. Isn't it of value to let people know that this game has connections to the series?

Demikids for the GBA doesn't contain the Shin Megami Tensei prefix either, yet are part of the series. The only difference in Catherine's sake is that it's not an RPG of any kind.

Yep, Demikids actually is a part of the Shin Megami Tensei series. The original title for that line is "Shin Megami Tensei: Devil Children" with the two games that became Demikids featuring the subtitles "Book of Darkness" and "Book of Light".

Again, Atlus USA's choice of names is a poor criteria.