Yeah, you do have to have the Japanese console, at least if you're using the Wii or the Wii U... I have JoySound DX for the Japanese Wii and it connects to the Japanese library, but you're right, it all has to be Japanese for that to work ^^;
Having said that, American PS4s can play American and Japanese PS4 games in general because America and Japan have the same region coding for Blu-Ray discs (so you can also play American and Japanese Blu-Rays) but unfortunately, DVDs are still region locked and so PS2 and PS games don't enjoy the same luxury... I think the game is free on the PS Network (you just have to pay for the subscription) but there may be region blocking for ESRB reasons... ^^;