Also, it's funny to think that one of my favorite video games of all time, and arguably one of the most profound ones, takes a stab precisely at this question and it makes me kinda sad that no one mentioned it ITT as of this post.
I'm talking about this little gem:
Typically, an arthouse and thought-provoking video game means that it's some self-masturbatory walking simulator or a 2D visual novel with barely any gameplay to speak of, while good and fun shooters typically don't offer quality storytelling that's deep and thought-provoking. This is one example of a game that manages to deliver both and also does it successfuly.
On the surface, it is a fun game, or at least aims to be by being an action packed military cover shooter that's like this combination of Call of Duty, Gears of War, and Uncharted. But under the surface and on a narrative level it's so much more, and it flips the concept on its head completely, and ultimately leaves you feeling like shit by the time you reach the end credits. But it's the good kind of "shit" because it's a solid food for thought. It makes you question the very nature of the genre that it represents and other games like it that play into the ridiculous jingoism rather than providing a critique on it. It's way more than you'd normally expect out of a game like this. I remember being so shocked by this game because I knew close to nothing about it before I first played it, and obviously made assumptions about it after playing the first few chapters, only to be sucker punched by it once I reached
that moment in the story. And it only got better from there.
It is such an incredible game because it's both fun to play (to an extent) but also deals in heavy themes that you'd normally only find in those artsy-fartsy indie games. And it also does it in such a way that simply couldn't be achieved in any other format, and I love it for that. It is as close to the kind of serious game that's also not a drag to play as you can probably get.