Even though I disagree with the OP, that all games carry a message, I do agree that most games would benefit from such a thing. Some already do.

In fact, when you tag along your main character you see the world trough his/her eyes, and you can absorb a lot from that.

About that war example:

you start with hardline negotiations, then you make strategic positioning, preparing the move.. then all hell breaks loose and you whoot and have a blast.

Then on the news, you see hardline negotiations.
And you go "uh oh"

The game has succesfully carried a message! It's a mechanics message, a gameplay message, a message of how things can work. Nowadays, every time you see in a movie a car's engine explode and the car lifts off the floor, you chuckle, because you know that the car shouldn't lift unless the explosion is from below, and the gas tank isn't right next to the engine. That's knowledge of mechanics, of how things work.

of course, the message can be exaggerated and interpreted wrongly, like that kid that intended to "mow down the police" with his gun, like he saw in GTA. Or back in the day, the kid who put on a cape and jumped out the window, like he saw in Superman.
Broken people. Tsk.

But the medium still carried a message.

For another example, see how virtual u carries the message that managing a university is very hard. And I bet that a lot fewer people question mayors after playing Sim City, or they give more thought to their decisions.

Anyways. This went for long enough. I'm back from vacation and will resume posting here :D laters!

I feel like I should respond to this thread since I have a different perspective from the people who have responded so far. As a writer first and a game designer second, I don't think I could possibly design a game which didn't have a message, or more likely several messages. Assuming that at least some of the designers in this forum are making story-based games, I find it kind of disturbing that no one answered the thread's title question by describing what kind of message they were designing their game to convey. My writing, whether it's for a game design like Xenallure, an animated movie script, a novel, or whatever, has many themes: adaptation, pretending, wanting to fit in and learning to disregard social pressure and steretypical expectations, open-mindedly exploring the alien, friendship, love, using persuasion and psychology instead of force, loyalty, freedom, responsibility, commitment, submission, dominance, hierarchy, gender equality, the dysphoria between the physical universe and the human world...

I suppose my main message is that people shouldn't be sheep but instead should analyze themselves to figure out what will make them happy, then create for themselves a life they will be happy living.