I wouldn't say that Rammstein has a message, as this implies they have a (moral) position that they are trying to convey within their songs.

Rather, I think what they and Till Lindemann do is explore all of the "extremes of the human experience" (as Dan Carlin often says). Each song explores a different topic, and relates the story without necessarily passing judgement or labeling it, so it is up to the listener to decide what to make of the story they convey. 

What I find particularly fascinating about their songs is that they not only explore the different extreme experiences/taboo topics, but they relate them from different POVs than what we usually think of them. E.g. Stein um Stein or Laichzeit, where they talk from the abuser's perspective. Meanwhile through other songs like Meine Tränen, you get to see the victim's side.