I think that Persona experiments in the past links the Kanzatos to the Marebito.

One thing on my mind is that Igor said that he met Shin before.
In the past? Or is Shin the reincarnation of P3's main chara?

Artist parents dead, sister dead, flashback scene.
Are the Kanzato parents full-time artists?

Mysterious guy on the phone with Ryou, whos that?
Mysterious girl with red hair and whale feathers, whos that?

More importantly, is there a link to P3?
Didn't really get into P3, but do Persona only come out during the Dark Hour?
Ok, wiki snooping.
So the Persona experiments can connect to the Kirijo Group thus the link to P3.
The flying red-haired girl in the ED reminds me of Mitsuru.

Could the OP be hinting plot developments?
What is the ED trying to show?