I never played any of the previous Persona games and thus might be a bit lacking in the background knowledge, which Persona 5 didn't do much to explain (I think as is the tradition for many Japanese games, it assumed that many players would have already been fans of the series). The game only mentioned that the mother of Futaba accomplished some groundbreaking research about the world of cognition, but it never explicitly explained what those research findings actually were.
It just struck me as weird that the protagonist and co. were able to take out real items from the worlds of cognition they raided and sell them at the shop "Untouchable". Also, they were able to obtain a replica gold medal as well as the original drawing by Yusuke's mother, etc. They were even able to obtain real money from the battles!
Is there any coherent explanation for why they would be able to do so from a Persona worldview (Possibly from earlier installations of the game as well)? Or would it just be explained more as a kind of pure RPG game mechanism? Persona 5 certainly has strived to close as many plot loopholes as possible, but I'd still feel that some of the story felt a bit forced, especially the endgame part after the "recollection" of the protagonist finally ended (particularly the part for the final boss battle), which just felt a bit rushed and nonsensical. Overall it's still a quite fascinating story, of course.