Arcanum: Of Steamworks and Magick Obscura still remains my favourite to this day.
The world's setting is centred around how capitalism and industry affects society, how it pushed aside feudalism, how racism remains endemic and easily seen as normal, how history is swept away to hide attitudes, all sorts of complex things. Early on in the story, you get involved with a strike by exploited half-orcs and the wealthy factory owner who would rather they all died. Thinking back, it was a big part of how young me started to realise industrial relations are fucked up in capitalism.
One moment (of the many cool things) that really hit me, is that there's an entire sub-plot across the whole continent that's never explicitly mentioned, but is entirely noticeable if you actually pay attention and listen, not to the quest-givers or the industrial leaders, but to the servants of the powerful men you meet. If you're lucky, near the end, you suddenly realise you just.. swept all these weird characters and remarks under the rug as you had 'important' people to talk to. I had relegated servants and whole in-game races to an 'unimportant' role, when actually their stories are key to a whole second sub-plot of their own that affects everything in the world.
I know a lot of that behaviour is because I'm playing to typical game design, but, I dunno, having a real moment where you think back and realise you've been ignoring what should have been an obvious pattern of so many exploited people, and I just glossed over it 'til that moment, it affected me.