Also, most authors who do want to show or teach something through their story tend to do it subtly and non-explicitly, perhaps because being open and explicit about a message is low-status.
I thought about it before I typed it out and I found that most authors do want to show or teach something, but that this is often something obvious. Harry Potter (canon) teaches us that Nazis are bad, that you shouldn't trust an oppressive government, that bureaucracies can be dangerous, that you shouldn't torture people... but when I read the novels (at the appropriate age, I grew up with them) I had already learned those lessons.
What Anathem, Snow Crash and HPMOR taught me were things I wouldn't have picked up on my own.
You know the drill - If it's worth saying, but not worth its own post (even in Discussion), then it goes here.