Some games manage to do both, and do it well. The Borderlands 2 Tiny Tina DLC is a perfect example. It's a gung-ho adventure with explosions and dragons and guns and blood and death! It's also the touching story of a mentally-ill thirteen year old girl dealing with the murder of her adoptive father, after having had to deal with the deaths of her natural parents in a Goebbels-like experiment. It's about the rules of morality, and about how people break the rules in desperate circumstances, often to their own detriment.

It's not a friendly, fun social discussion, but it is a social discussion, and it's very well done. It manages to use the spectacle as a tool to tell a heartbreaking story, and is all the more impressive due to the contrast with the rest of the series.