Honestly the correct thread title would be
"What game has set specific expectations for gameplay and how you feel but later flipped that around and try to convey a different message through its gameplay mechanics, or the level design."
I think I didn't give enough credit to the "No Russian" section of MW2. The player correlates fun with shooting humans, but when put into the context of shooting innocent civilians it takes the player by surprise, and it stays in the confines of what the player think they should be doing in the game.
Obviously the heavy rain examples are something similar. But it's not always uncomfortable, like in RDR where you go shoot birds with your son. You killed animals the whole game, but in the context that you are in you feel happy doing it. It wasn't fun, it's just illiciting an emotional response from you as a player.
The mgs examples work too. You've played these sections in other games, so you know to mash triangle and you get a reward. That reward never really comes as it's almost impossible to beat the damn thing, which the game is trying to tie you to how Snake feels.
Idk maybe this topic is too broad.