No Export for You: For a whole boatload of reasons.note At the original time of release, this was presumably because God is portrayed as a megalomaniacal bastard who is killed off in every route coupled with Nintendo of America’s then-ban on religion; however, the fact that Shin Megami Tensei IV: Apocalypse also features an asshole YHVH being destroyed in both full routes, and was released to the West anyway with practically no controversy surrounding that fact indicates that this is no longer the problem, leaving the current reason more-or-less an utter mystery aside from lacking consumer interest. It is currently the only mainline SMT game not to see an official Western release in any form.
Urban Legend of Zelda: It's a pretty widespread rumor that, outside of the bonus dungeon, Fiends can only spawn in dark zones. The truth is that they spawn on certain tiles throughout the game, with some happening to be in dark areas.
Word of God: Despite being the main villain in this game and several others in the series, God is not the source of all evil. His villainy is more a symptom of something wrong with the overall picture.