The sad truth is that gaming is not mature enough to make profound statements of anything. The best it can do now is just play around with various themes which used to be better realised in other media (e,g, TW series is only effective because Sapkowski's works were effective in this regard to begin with). The effect is kinda mixed bag with some games actually touching upon e.g. epistemological and metaphysical problems (What can change the nature of man?) though never exploring it due to the nature of the medium (entertainment).
Most games, however, if they attempt that, fail miserably on account of sensationalism and thematic misunderstanding. For instance, although a love scrapping scrapheads in Binary Domain the conflict and the big reveal presented there doesn't stand a chance against kindergarten logic - which makes it all banal and trite. Well, that's not bad for a cheesy shoot them up, but definitely it's not a material worth pondering over. Sadly the same applies to many products from Nihon, including most anime and visual novels (Chaos Head melted my brain).
From my personal perspective the games that excel at making the player ponder and consider are those which force him into introspection - and these are chiefly horror games- the genre which plays with player's perception, understanding and prays on his own demons while creating a great deal of enjoyment all the way. Silent Hill and Fatal Frame series are pretty damn model examples of that (yep, they are from Nippon as well).
One other game I can recommend is the Void (aka. Turgor in Russia, and Tension in Poland). I've just reinstalled it and from the very first moment it is evident that the devs had higer goals in mind - from the graphical presentation through story and gameply - that's some serious shit out there. There are even real poems in the booklet that comes with the game! It is a hardly enjoyable ride, however - in the sense you won't get pure, mindless fun from it like you get from AAA titles. Significant effort is needed - which may explain why it failed to get any attention in its time.
