Games are an art form, just like music, movies, visual arts, dance, etc. In fact, though they incorporate bits and pieces from all these other realms of arts, they are a separate art form in themself.

Now, I've heard detractors that claim that video games are no more an art than a game of baseball, (and I've even read that Hideo Kojima is hesitant to call his own very artful games the A-word), but I'd generally disagree. First off, video games as a category are a different game than sports games (though some video games are sports games).

Secondly, intent is important. Art is in the intentions and the decision-making process, from the high-level design ideas to the nitty-gritty "which texture should we use for this wall" decisions. Games that tell a story can be artful and artistic. MGS is a great example of this. Games that carry a message are artful. And various games do, in one way or another have a subtext, whether good, true, moral, immoral, amoral, etc.

Here's some possible subtexts into various games and their worlds. These are not official ideas given by the creators, but subjective subtexts that I infer (possibly quite badly) from the games:

Super Mario Brothers:
The world is a magical place.
You can change yourself to adapt to different hardships and situations.
Getting money is good, and you should get as much as you can.
Save those that are in need, and don't get discouraged by setbacks and dissapointments (like when your princess in in another castle.)

Metal Gear Solid:
One person has the ability to shape the fate of mankind.
Collect lots of stuff - even if you don't need it now, you'll never know when you'll need it later.
Take responsibility for your decisions and manage your risk carefully. If you make a poor decision or a misjudgement (like alerting guards or building a weapon of mass destruction), you and those you care about may have to suffer the consequences.

Final Fantasy VII:
Be yourself, and don't try to live up to anyone else's legacy.
Collect a barge full of stuff - practical things like ultimate weapons and even useless items like Tissues and decorative 1/35 Soldiers.
The planet is in danger, and you can help to protect it.

Mercenaries:
Money is important.
Friends and relationships are also important.
Money can buy friends, so money is more important.
You have the freedom and the ability to manipulate any situation to your advantage.
Trust can take time to build once destroyed.
Betray anyone you want, as much as you want, as long as you save the world at the end of the day.

Final Fantasy Tactics:
Defend the weak and defenseless.
If someone betrays you, kill them.
To save who you care about, sacrifices must sometimes be made.

GTA3, etc.:
You have the freedom and right to do whatever you want, even to whoever you want.
Crime can pay, but the law generally catches up with you eventually.

Driver:
If you have an accident with a cop, you better drive away ASAP, since he won't want to swap insurance information with you.

Now, some of these messages we recognize as good (e.g. justice and defense of the weak), some as wrong (even for games that are quite fun), some as questionable (unbridled materialism, anyone?), and some are just funny (like the aggressiveness of cops in Driver, for example). But all are messages, either overt or subtle, either intentional or unintentional, that can be gathered from these games. Tell me, why this is different than a protest song or a movie that deals with racism? Games, even when not trying to be artistic, are a work of art!