Dramatic in outcome:

One way to achieve this is to make it a level-based puzzle game. Solve the puzzle suboptimally, and you don't get to move on. Of course, that means that you may need special-purpose programming at each level. On the other hand, you can release levels 1-5 as freeware, levels 6-20 as Product 1.0, and levels 21-30 as Product 2.0.

Not allegorical:

The puzzles I am thinking of are in the field of game theory, so the strategies will include things like not cooperating (because you don't need to in this case), making and following through on threats, and similar "immoral" actions. Some people might object on ethical or political grounds. I don't really know how to answer except to point out that at least it is not a first-person shooter.

Surprising

Game theory includes many surprising lessons - particularly things like the handicap principle, voluntary surrender of power, rational threats, and mechanism design. Coalition games are particularly counter-intuitive, but, with experience, intuitively understandable.

But you can even teach some rationality lessons before getting into games proper. Learn to recognize individuals, for example. Not all cat-creatures you encounter are the same character. You can do several problems involving probabilities and inference before the second player ever shows up.