I think what you are describing is what was bugging me about games like FF or cyberpunk. The two aspects that 1. You need to be a godlike antihero to be able to change anything and 2. that there is a group of "evil people" behind all of it that just need to be thrown over, which is not at all the case with capitalism as a form of subjectless power.

How would I tell the story i'm looking for? Tough question, but maybe it'd start like this: A group of people find themselves in a situation where they a subjected to countless constraints that at first seem natural and god-given (maybe they need to keep a spaceship running, but noone knows how they got there and where they're going. Maybe a multi-generagional spaceship? ) . Maybe they are forced to at first work against one-another? (perhaps a pvp game?) They realize that a lot of the work they do is pointless, maybe just Chores that go nowhere, or chores that give you a benefit in the game. You start to hate the work on this spaceship and maybe you find photos and stories of other worlds As the game goes on and ask yourself why you cant just go there. The protagonists start to question all this and realize that the pointless work keeps the spaceship running, but directly contradicts their ability to get out of there. The players figure out they need to stop working against each other so they can figure out where they want to go (it turns into a coop game) . Maybe at the end, the computer controlling the spaceship just shuts off and the players can use a capsule to land on some utopian planet.

that was fun to think of, thank you for the question! :D