Is stupid moral oversimplification necessary in a mass-market bestseller? E.g., Tolkien, Narnia, Star Wars.
Gregory Maguire, the author of Wicked and other books, achieved considerable success turning the morally simplistic world of Oz into something more complex. The Broadway musical was also very popular as such things go. Not quite on the same level of success as your examples, but it shows there’s some market for it. (Maguire also wrote similar retellings of Snow White and Cinderella, which I think sold pretty well, although not as well as Wicked.)
Edited to add: Although if you're only asking about "war stories" strictly defined, it may not be a good example.
But McGuire's works work because they are deconstructions; he is a fanfic writer, albeit working in the mainstream business model.
What the world needs are financially successful original stories, and indeed children's stories, with grey morality.
Update: This post has also been superseded - new comments belong in the latest thread.
The second thread has now also exceeded 500 comments, so after 42 chapters of MoR it's time for a new thread.
From the first thread: