This is why his series has a very good possibly of being able to tackle storylines with very deep morals, characters, events and conflicts. I can share some of the grand conflicts of each series that is already released in USA. Dunno Japanese my apologies.
a. In the Rescue Saga, you get to play the role of being a fugitive while EVERY RESCUE TEAM WILL HUNT YOU DOWN for a disastrous crime you did not cause. The uncontrollable natural calamities. There's also the common bullies issues at the start. Also, there is the painful moments of truth [learning the legend of Ninetales, Gengar is the trainer of the Gardevoir guiding you in your dreams, and your painful parting to your partner since destiny calls you back to becoming a human]. But the most impacting in this version is when you are in the theoretical purgatory after you and your pals died from the meteor. You DIED! Add the suspense of Gengar bringing you to the said shadow world, and I just piss my pants off (surprisingly in the close end, he saved you instead).
b. In the Explorers saga, oh dear God. There is so much dark content that Rivals the story of Unova itself. One of them is seeing the approching death of Team Skull and never to be seen again [What I believe happened to them thanks to Kabutops], and the Sacrifice of Chatot just to save you two [I thought then that he is killed since it struck Wigglytuff very hard, until Grovyle says that he'll be fine]. The entire event of the dark future. The fact that there's something called the Planetary investigation here, I believe that there were humans at that time; only to be wiped out in the most gruesome way ever. Everything in the Dark Future in general. Seeing Manaphy be separated from you makes you feel terrible as a parent [not to mention manaphy sees you and your partner as its parents. Bonus points if they're a couple]. The rather depressing truth of Wigglytuff's childhood [who knew his first master was a criminal?! I never expected for him to be in such a high position in the guild thanks to being taught on how to explore by Armaldo: A criminal hunted by Magnazone and Nidoking in other terms].
Last but not the least, the signature resolutions of every versions: when you disappear into the light. In rescue, you return to the human world. In Explorers, thanks to changing history, your existence is dead. you will DIE FOR REAL! The ultimate ingredient for crying moments best suited for eternal lovers [if your interpretation is that you married your partner as your wife/husband. Yeah: you're a human who turned to a pokemon to save the world and marry a pokemon in the end of the stooy], and strong/unbreakable friendships [this is more for platonic friendships that puts them to brotherhood or sisterhood]
What I can say is that I think after Gates to Infinity, they may as well make a PMD game with a story inspired from Ni No Kuni: Wrath of the White Witch.