Hotline: Miami implicates the player in the violence through its subversive, hallucinatory elements, but it doesn't necessarily point the finger in an accusatory fashion. It's satirical and rakes non-thoughtful, violent games over the coals, but it's not overbearingly didactic.
It's far more interested in laying some questions out there and getting the player to think about the link in games between narrative and game mechanics. What exactly are you doing, going through these levels? Why are you brutalizing these people? Because you were told to do so by bizarre, mysterious figures who speak in riddles? Who are these figures, and what do they really want?
Or is all of that irrelevant to you, and you play it simply because you enjoy the adrenaline rush brought on by excellent, responsive game mechanics, fast-paced feel, and the energetic soundtrack? The game doesn't care so much about your answers, just the questions; and similar questions can be applied to all sorts of games with a narrative bent.
Averting spoilers, the game later on goes to some degree in offering more context to these questions through both narrative and gameplay.