Yes, but I try to be subtle. To convince you can't force them to agree with you, and worse if they don't trust you because you disrespected them. I can't tell the evil megacorporations in my settin are Kreml Inc. and Zhongnanhai & Co. I can't write the fantasy rpg version of "the maid's tale" set in the equivalent of an islamic or communist dictatorship because then it would be cheap and annoying propaganda. I use arcane and divine spellcasters like analogies of business and state. The clerics, like the state, tell you they want help and defend you, but you have to obey their rules, and the wizards are feared and envidied by the most of the normal people, and they tell their power is by their effort and talent, but anybody don't believe them.
In my settin evil cults create and rule mason lodges who conspire against the church (and a lot of enemy propaganda), because people with faith are endurace better against supernatural corruption and evil powers. And the fay lords want to rebel against deities in the same way these against the primal titans in the ancient titanomachy. But could the rebel become after a worse tyrant? Do remember the character Paul Atreides from Frank Herbest's Dune saga, a warning against our hopes for the heroes.
In my settin the messages are "don't trust in a economy what is controlled by people who don't suffer consequences when they are wrong because we, the rest of society, pay the broken plates", "if you don't respect the human dignity then when you fight against monsters, you may become like them, without respect for human dignity you can't fight fanaticism nor intolerance", "Galileo Galilei wasn't condemned to death as the French scientist Lavoisier did", "misotheism/anticlericalism may be so dangerous like racism or homophobia"and "anarchy isn't so cool, anarchy is a nerd suffering bullying while teacher do nothing or some intruders ring your door and say you that they like your wife, she has to get a shower now because she will be the next after your daughter".
Other idea is a "mirror universe" to create a satire about our possible prejudices, for example a Earth with superheroes but where America is Communist-Keynesian and Russia and China are Capitalist or pro-free-market, OCP is Russian multinational with links to the maffia who creates war cyborgs and Umbrella Co. is a Chinese megacorp who master genetic engineering. How do you know who are the good and the bad guys?
A controversial matter in the sci-fi is the ectogenesis, creation of sentient beings in an artificial matrix/womb. And what if that technology was used to implant unborns (and being born alive after the right pregnancy time) from mothers who don't want those children? Should be allowed these "empty-mind" children to be the "body hosts" of minds who loaded their memory to a "cortical stack" with transhuman technology? And what if these body doesn't want be punished because the previous mind did any illegal actions, and he was discovered when the government read the memory of that cortical stack to test he remembered to have paid all the taxes? Or he suspect the memories of illegal actions aren't true, with a trick to blackmail him.
