I’m gonna come right out and say it. I like my stories to have a moral element to them. However, that’s not to say I like all stories with morals in them.
First off, the writing has to be good. If the writing doesn’t hold my interest, I’m likely to set the book aside before I even reach whatever message the author had.
Second, I don’t like to be beaten over the head with the moral. I’m a reasonably intelligent person, I can find the message myself, assuming the author has done his or her job well (see previous point).
Lastly, sci-fi and fantasy are, at their base, stories about good and bad. You have the hero and you have his opponent, or protagonist and antagonist if you will. Generally the hero is on the side of good, but they’re not always good people. Steven Brust’s protagonist in the Vlad Taltos book is a paid assassin for that world’s equivalent of the Mafia. However, in his stories, generally the person that ends up dead at the end of the book is the one who was a heck of a lot worse than Vlad, making him a pretty good example of a dark hero.
With that said, when an author has not only entertained but enlightened me, I tend to go back to that author when I am looking for something new to read. On the other hand, if there is a too-obvious connection with modern political issues, I will walk away. That actually happened with one of Brust’s books (I honestly forget the title), and it spoiled my enjoyment of the whole series.
Because I like morals in the stories I read, I am also slipping them into the ones I write. However, I like to think I am doing it subtly enough that they don’t spoil the enjoyment… at least no one’s complained yet!