Is Persona 4 the Animation: No One is Alone hentai?
No
Rated PG-13 (Teens 13 or older) on MyAnimeList and not tagged as Hentai.

Special · 2012 · 1 episodes · PG-13 - Teens 13 or older
Adventure, Mystery, School, Sci-Fi, Super Power, Supernatural
New episode included with the 10th blu-ray volume. The episode will adapt the true ending from the original PS2 game.
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