Yaarel
🇮🇱 🇺🇦 He-Mage
Technically, every story has a message. At least every modern one does.I don't think every story needs to be created with a message in mind, certainly not a moral one. Not every story is about right and wrong.
According to the story structure of plot points, there is a resolution after the climax. Toward the end of the story, the heroes are are actually defeated during the climax. It is the "message" of the story that saves the heroes.
Even in a tragedy, the "message" of the story explains why the heroes werent saved. Example, in the tragedy of Romeo and Juliet, the message of the story is something like, "family feuds are bad". After the deaths of Romeo and Juliet, the feuding families reconcile so this death of innocents never happens again. Conversely, if the families reconciled earlier, this message of the story would have saved Romeo and Juliet with a happy ending.