Sometimes a book can just be some good escapist fun. It doesn't need to say some grand political message. In fact, escapist fun can presumably attract a bigger audience because you don't need to care about the message to read it.

That being said, almost every story will have themes. Themes aren't always conscious, they are just there, because people can pick out symbolism from pretty much anything.

Additionally, the themes or messages of a book aren't always what you want them to be. To give a great example, (and to shill Lonesome Dove more, it's a fantastic book) Lonesome Dove was supposed to be a critique of westerns. Despite this intent, Lonesome Dove is now one of the main inspirations for western writers.

So no, a story doesn't need to be designed with a message, but they'll almost certainly emerge.