In role-playing games, features of the play address you directly on a visceral level. These are your decisions, your actions and your results. Instant feedback on the matter of your character, in both senses of the word.
To conflate this with, or aspire this to, familiar narrative forms is to miss some of the essence of the practice. It is quite true that one can consciously work role-playing gaming into the olde fashioned forms and really make it click. (This has been spearheaded and perfected by the highly esteemed Forge and Story-Games.com groups. <= Not sarcasm.) There are still many unexplored ways that role-playing gaming can be engaged.
Play has often been likened to practice for life experiences. I don't see this being what actually happens in formal role-playing games. In my experience, the pleasure of gaming is becoming more aware and familiar with yourself.
Since this occurs primarily in the positive sense, doesn't it seem like another form of ego-stroking? Whereas fiction can demonstrate your convictions as being valid and true, it can't impress it. So gaming is at once more personal and less specific.
Themes and messages bound into the core of any game are much more intangible, less distinct. One of the major themes of a game like Shadowrun is that the establishment doesn't have all the answers; it's always a story of self-reliance, of self acceptance. When well-written, you can't exactly read the text of a game and glean the message. Most often, you must delve into it, become a character and play within the boundaries of the milieu. Finding your own answer to the conflicts presented then offers the wisdom or message contained within the text. Some games can even contain some surprises.
How does this translate into the realm of theory? It describes how I approach the structure and creation of games. First and foremost, I see them as a ritualized extension of social structures in culture and society. A way of 'playing', not as practice, but as a way of learning the wisdom you already possess. I present text as guides that lead to conflicts, not coded into the texts, that reveal the true character of the person playing the game.
With the safety zone that it's all 'just play'.