well bioshock is probably not what you are looking for, maybe the first game is against wild capitalism but both 2 and infinite try very hard to do the “both sides bad” thing. still worth playing though, good games.

red faction 1 is an ancient game, and doesnt really have much of a story to tell, but you play as a miner that slaughters every capitalist guard on his way, eventually doing the same to mercs. so it gets points for the theme alone, even if the characters all suck. great fun if you like older fps games.

oddworld abes oddysey is another classic, it is heavily about worker exploitation and slavery. ratchet and clank trilogy also touches on such themes.

to be quite honest, you can find a lot of games where the capitalists/fascists and other bourgeois scum are the main villains, for example: fallout series, cyberpunk 2077, even star wars knights of the republic. but problem with these and many others is that they dont offer an in-game alternative. in fallout universe, capitalism literally ruined the world but for some reason there arent any powerful leftists factions. same with cyberpunk, corporations run the remains of america to the ground but all you care about is your own sorry ass and dont even attempt to do something good for the world. dissapointing but not unexpected from cdpr - they lost their political touch after witcher 1.

so it really is hard to recommend anything. it is best to shut your brain off and just enjoy games for what it is, trying to make sense out of it is rather pointless.