Where is Shin Megami Tensei: Strange Journey set?
2009 video game
Shin Megami Tensei: Strange Journey (2009) is not pinned on this map. Wikidata records its setting as Antarctica and nothing finer. Where the game takes place, not where it was made: a game is filmed nowhere, so this is the only kind of location it has.
Part of the Megami Tensei game series
Why there is no pin
Wikidata records this game as set in Antarctica, and nothing finer. That is true and it is not a place: a dot in the middle of it would claim something nobody wrote, so the statement is left as a sentence.
This page exists because that is a better answer than silence. If a real place belongs here, it can be added to Wikidata, and this page fills in on the next rebuild.