I don't advice games set in the "real world" because you could find you can find yourself involved in controversies at the most unexpected moment.
Can you play Pokemon? Pokemons are relatively sentient creatures with "magical" powers, but really it happens in a fictional world where the Nature laws can work in a different way.
Can you watch "Thor" movies? You can watch if you know Asgardians from marvel comics aren't true deities but powerful aliens. Can you watch "Doctor Strange" movies? You can watch them in the same way you can enjoy the family-friendly sitcoms "Bewitched" or "Sabrina the teen witch" when you don't believe magic could work in the real life.
My opinion is the magic in the speculative fiction doesn't promote the esoterism and ocultism, but it causes the opposite effect, these being be considered on the same level as mythology.
A Christian teenage group could play World of Darkness, Buffy the vampire slayer or Charmed if previously some things are changed.
But some tropes should be avoided, for example there are serious abuses of the "wolf with sheep's clothing" or a believer who tries to be a good person, but later she is going to suffer a crisis of faith. It is as if you add a femme fatal to your stories, if you use them too many times then it seems misoginy.
