Oh, what a question! This is the kind of thing I'd think of as a dissertation topic. (I've just been working on my diss stuff, so I have research on the brain.)

When I write nonfiction, writing about music, anime, films, etc., I do it because there's a problem I want to solve, or a question I want to answer: How does X scene work? Why did composer A choose to do this, at this point? What impact has film Z had on audiences, and on subsequent films? Things that can be worked through in prose.

When I write fiction, I do so for my own pleasure. However, I know that I impose my worldview on what I write, as does anyone else. Perhaps what we see in early twentieth-century fiction as a moral point or a message or a grand narrative is actually what for that era was common knowledge? Let's take, let's say, the Twilight books. They abound with morals and value judgments, standards of behavior, ethics, symbolism and other messages. Whether or not Stephanie Meyer intended to prioritize the binary male/female heteronormative lifestyle, where the females cook, clean, and nurture while the males hunt, protect, and conquer (think, even, of Bella's first hunt as a vampire: she protects the people her vampire nature otherwise tells her to kill), she still does through the choices she makes, through what she has her characters do or not do, through Bella's thoughts and decisions.

Another example: slash fanfiction. Male/male or female/female pairings -- their very existence in fanfiction speaks to their marginal status in regular literature. Sure, you can find yaoi/yuri stories in Japanese manga, and (though I don't know much about this) perhaps filtering over into young adult literature or graphic novels. But mainstream? Definitely not. We even use a foreign term, borrowed from Japanese, to describe the two, rather than "gay fiction" or "lesbian fiction," which have other connotations. Someone choosing to write gay/lesbian fiction, then, is making a stance, sending a message.

Perhaps what was happening in the early twentieth and late nineteenth centuries had to do more with the fact that standards, morals, and social codes were rapidly changing, and so to write about a character doing anything but following a mid-nineteenth-century novel meant automatically taking a stance. Fortunately, society is more open now than it was then, so writers can take their characters and situations into places that the nineteenth century would have viewed as scandalous, or moralizing.

But to answer your original question: I think that many writers write because they want to tell a story, or explore a topic. And there's also a differentiation that we might want to make: writers of "disposable fiction," like Harlequin romances or dime novels $6.99 industrial thrillers, versus those who are writing for posterity, or to make an artistic stance.