In the past, Atlus didn't have an arm for publishing their titles in Europe and up till recently they still haven't had a publishing arm in Europe, which has been affecting the release of their games in the region, so sther publishers like Namco Bandai have picked up the slack. Well not anymore, for one game at the very least. Thanks to the PlayStation Network, they can now release titles in Europe digitally.
If you caught the last European PlayStation Store update, it has Shin Megami Tensei: Persona as a downloadable game for the PSP. It was one of two games that Atlus was reportedly to start their Euro PSN publishing with. The other was Hexyz Force, but there's no update on its status.
Knights in the Nightmare, scheduled for the US PSN on 19th October, may also get a European digital release.
Sources : 
