Developer and publisher Atlus was so confident that a section of its playerbase would try and cheat its way through Persona 3, that they recorded and implemented specific voicelines that will trigger if the game detects any sort of exploit.
This doesn't happen all over the game, mind you, but on certain occasions, characters like Mitsuru and Fuuka will rattle of a series of lines that chastise you for trying to cheat: "I trusted you. I can't believe you cheated", "Cheaters never win!" and "I'm very disappointed in you", to name but a few. Ouch. Right in the self-esteem.
It's quite a mild punishment and the game doesn't halt your progress or anything like that, but for some reason, hearing those adorable anime characters get angry with you somehow makes you feel like you've committed an unspeakable crime.