I feel like a tool mentioning Mother 3 (or Earthbound 2 if you will), but I'd say it does a pretty good job at bringing some controversial topics in perspective. Animal abuse, the possible dangers of money, and possibly other topics I haven't discovered yet because I'm just at chapter 4. For 'just' an RPG, it made me think. A friendly town that doesn't know a thing about money turns into a small liberal city, introducing several problems our current society has. Monkeys get treated like shit constantly, and so on and forth.
Mother 3 isn't a linear shooter anyway, but it's still a game. Most games I've played don't shine light on those topics. Deus Ex: HR is (afaik) the most recent game with a very sinister undertone, mainly poverty. You're just a security agent, you're killing people, but the game still has a very sinister undertone, like Mother 3. I'd really like more developers to put those in their games.
oh boy
giygas