I love fictional lore that weave real life concepts (whether those real life concepts are true or fictional themselves) into its canon. So for me this isn't a problem at all, it is quite awesome actually.
Kojima does this with MGS (geopolitics, especially in MGS3) and Death Stranding (it would be a spoiler to say this one).
Final Fantasy games do it with real life mythology influencing weapons, bestiaries, storyline mythos and summons.
Shin Megami Tensei does it with Mythology influencing monster designs.
Persona is surely the most fascinating of all. Weaving their fictional lore around psychoanalysis concepts. Some of the Persona and enemies are influenced by real World mythology as well, but in Persona's context it is different from Shin Megami Tensei and Final Fantasy, which just takes them on a surface level. In Persona, the myth and religious influences are there because a subset of psychoanalysis is the study of human myths and folklore in a psychological context.
I'm reading a psychoanalysis book about this concept right now called "Women who Run with the Wolves: Myths and Stories of the Wild Woman Archetype", highly recommended. I'm almost 100% certain the Persona writers have read this book. It's incredibly fascinating, postulating that the Collective Unconscious of Human Society, though not tangible, is just as important to us as our conscious living. So Persona is actually quite close to real life in much of its lore.