Persona 4 was a story about acceptance. We all have a dark side, some aspect of our personality we dislike about ourselves, something we choose to repress and hide away from the rest of the world. This isn't the healthiest practice, though. Atlus shows us a cavalcade of otherwise normal, healthy people become consumed by the enemy within. By the time the Investigation Team solves the mystery behind the Inaba murders, it's more than clear that accepting our personal weaknesses, flaws, and undesirable traits are key in becoming a stronger, more successful human being who can connect with others and the world around us.
Dancing All Night explores a similar motif, revolving around a group of Rise's peers, a band of pop idols named Kanamin Kitchen, who have been made to lead double lives. Having been manufactured by a record label, these girls are made to act and dress in certain ways that aren't reflective of who they really are. Nobody knows the real them. Deep down, they feel fake and isolated, trapped and forced to conform to public perception, like marionettes dancing for the crowd. All anyone sees is their masks, not the identities they're compelled to conceal, nothing that runs contrary to fantasies held by legions of adoring fans who actually care nothing for them.
Yes, in some ways, this is a thought-provoking followup to the themes present in Persona 4. It's also a fun little rhythm game.