The impression I've always had is that Exalted is, assuming you don't deliberately ignore the wider implications of the setting in the name of having a good time (or ignore them IC because your PC has a different view of things), a game where the only "message" is emergent from its established ideas - namely, that power inherently destroys all it touches, peace is meaningless and/or unattainable, and the best that can possibly be done is to procure success and happiness for you and yours while leaving the rest of Creation to rot, then manage to die of old age before your sins come back to haunt you.
Any more positive interpretation requires that you assume one of the prior ruling factions (the Primordials, the Incarnae, the Deliberative, etc.) was right and then work to restore them to greatness, which is essentially that last option I mentioned but with loftier ideological motives.
The core-message of Exalted has always been to
fight when
fighting must be done, against those deserving of
being fought, on behalf of those incapable of fighting. Its a tale of tragic and misguided heroics, few-against-the-world, speaking truth to power even though it will undoubtedly mean your death. You can't beat it by getting stronger, acting smarter, or planning more thoroughly, because Fate might be written in generalized terms for those capable of bending it, but still you can't fully escape it. That's the message,
to FIGHT for the Impossible Dream.
Like okay, this requires going back a bit to 1e, before the fandom was fully enmeshed in simulating a 100% Rationalist Creation, but its a crucial context that gets missed a lot of the time.
The conceit of "classical heroism" as a keystone was that You, the Players, are the
only morally-correct actors in this scenario, by the dint of the fact you are a 21st-century person with an arguably genre-savvy perspective on narratives and history, and
not a classical hero even if your character might be. The peoples of Creation aren't intended to be protagonists or villains, they are meant to throw the reader into an alien world of conflicting societal and cultural mores with our own, and only fulfill tropes when they are written extremely bluntly/badly. "Heroism" is presented like the Beast of Vampire, it is your power and drive, yet pushing you out into the world to raise hell because conflict and violence fuel the state of things as they exist in Creation. No one is morally
right, because the world is a
wrong and
broken place. It was
made wrong, then broken
worse, and the past is viewed only as an idyllic Eden for those who benefited the most from its original nature.
To use that power solely to maintain you and yours until the sky caves in is explicit moral cowardice from a 21st century perspective, and the state of Creation is arrayed as it is to make you go "that isn't Right, someone should Do something about that." Because by default
You The Player are expected to be thinking this, not whoever is carrying an Exaltation at the time, even if you control the direction of their story. Its on You to be the difference, not the cultures and mindsets making Creation what it is and continues to be, since if there WERE right-thinking moral actors in the world, someone
else would be working at something Besides making sure the cycles of violence perpetuate themselves needlessly. This was admittedly easier before the First Age was detailed more heavily, when you could claim that it was close enough to our own that people who thought like us and accepted our views on injustice existed then, though the justifications of things like past-lives and reclusive old mentors bewailing the fallen Second Age of man.
And the thing is, for all this gloom and doom of tragedy, this is not intended to be a Grimdark message that "everything sucks forever and all of it amounts to nothing," but a hopeful one that "dying for a nobler cause is better than living for unjust prestige and power." Creation's peoples live in filth and squalor, but they still Live. Babies are born to happy homes, farmers still farm in rural hamlets far afield of any apocalyptic crisis, monsters and demons are rare and obscure creatures by anyone's reckoning enough that people are still shocked and terrified by them, instead of regarding them as simply another plague or drought season to endure. A regular, if magically-foreign and primitive by our standards, method of life and living
is possible and the vast majority of Creation takes part in it entirely ignorant of the kung-fu battles and sweeping wars as anything except caravanners tall tales. So if
that is yet possible, it is still something
worth fighting and dying For, even in the face of impossible if not inevitable odds of failure.
The problem lies in the pervasive idea that we, the Players, must
closely identify with someone and their belief-systems or culture in order to better play the role of a Creation-native. How we must feed into the absolutist stances inherent to the settings factions, that the Realm
must be either imperialist slavers OR the last bastion of civility in a chaotic world, that Solars are either returning saints or horrible tyrants. Or that pursuing "classical heroism" is a cause morally-justifiable in of itself. But we don't
have to and it
isn't. Creation's view of people is messy for this reason, that you can't fully codify them out. Virtues are deliberately skewed towards the harmful, where highest Compassion is as the sword that falls from the hero's grip when good men do nothing, and Conviction is the lies Hard Men tell themselves. Temperance is the hallmark of the controlling mircomanager, and Valor is the ego unchained.
These are the forces at work in Creation, not battles of Good and Evil, and trying to say any of them are more defensible than the others like sports teams means that
we as players are forced to justify-out the worst aspects of them in order to reconcile who among the "lesser evils" is the one which "deserves to win" when none of them do.
No one faction in Creation
deserves victory, but it does have its share of victims to be defended, lives to be saved and battles to be fought. And That is the point. Sure, you'll probably die in the attempts getting there, but you died standing for those victims, saving those brief and fleeting lives, and fought in those battles worthy of heroes. Isn't that Enough?