Persona 4 Arena has been removed from the European PlayStation Network. A PSN user pointed this out in the comments of the PlayStation Blog. Jawad Ashraf from the PlayStation Store Team replied:
Persona 4 Arena has been removed from PS Store on request from the publisher. I haven’t been given any information as to why, just that we obliged with the request. Sorry I can’t be more transparent.
Siliconera has reached out to publisher Zen United to see if we can learn any more about the situation, and we’ll update once we hear back.