That night Joker wakes up back in the Velvet Penitentiary, and Igor splains him what a Persona is. He also mentions that the app we keep trying to delete is called Metaverse Navigator and it is what lets him go between reality and "Palaces".

IGOR: I bestowed it to you to train you as a thief.

Interesting. Anyway, Igor offers to give the app to all Joker's friends so he won't be lonely while he's thieving. Cool.