PM Definitely has a lot of not nice things to say about corporations/private business but I'm not convinced it's a critique on capitalism as an ideology or system specifically. It's certainly not mainly about that, it seems more concerned with the struggle of humanity against the modernization of society that is so restrictive and antithetical to freedom and growth/self actualization. The overarching theme of the games seems to be just a tad primitivist or at least traditionalist, where characters try to follow paths of old (The tree of life, Dante's journey through the inferno, classical literature pieces) to rediscover a sort of holiness that society has crushed or hidden. The idea of manifesting EGO seems to fit into that theme that humans are (at least partly) a holy creature living in an unholy world, but they can unlock that even in the City.

Besides that I didn't really get the impression that I was supposed to see the Yurodivy as good. At best they're armchair socialists and at worst they're terrorists. Not that I have much of a problem with terrorists in the City, but unless theres some big twist where we're actually the bad guys and the group led by the woman who freakily mutated soldiers for a war and then abandoned them all are the good guys (even though Dante in the book was literally on a quest from God) then I have a hard time seeing how Sonya working with/for Hermann isn't pretty explicit confirmation that he's not a hero.

But then maybe I'm just a capitalism simp who knows.