So, personal thoughts on this:
Depends on your definition of fun.
There are a number of competing goals that might be considered more important.
For example learning (about teamwork, choices, optimisation, emotions, etc), and memorability both seem like valid concerns. Most of the video games I most care about/remember were not the games with most fun and joy, but those with moments of loss, of tragedy, of emotion (Myst IV, undertale come to mind).
Does making your players/readers weep count as "fun"... probably not. Will they remember it, will the story mean something to them? Yeah- probably.
On a slightly more cynical note, fun isn't the only consideration- so is "apparent fun", or heck just "Will people talk about it" - you can have the best system in the world, but if its done in a way that doesn't CONVINCE people its fun (or interesting or whatever) probably no one will play it.
... of course, if your definition of fun already takes all these elements into account, then sure, shoot for the moon... but I suspect "Fun" isn't generally a broad enough word to include all of these things.
