Hm, I can go either way with it... I think the game name is often the title folks look for, but for organization purposes, it's nice to have them all together.
Personally, I think if it's part of an anthology/collection, have the series come first.
Otherwise, it gets a little tricky. Even just looking at the Shin Megami Tensei series, the games themselves have started to drop the SMT branding in the newer games. Persona 4 Golden doesn't have it on the box, but the original Persona 4 does. Persona 5 doesn't seem to have it on their box front either...