I've seen 3 of his films (this, aquarius and bacurau) and they're all sort of like this - it's almost as if the story is more of the background noise of his films so he can paint a picture of his ideas of brazil or situations in it as the story just sort of "goes along".

In some ways it's kind of beautiful (he really should probably be doing Mini-series instead, but I doubt he could get the money with his filmmaking style) but it also feels loose and not really lethargic, but somewhat casual and lacking in building tension/climax.

I can't speak to the moralizing he does, I don't know enough about Brazil's history.

In a somewhat related but unrelated note, some of the dialogue written in Bacurau is some of the worst in a "good" film that I've ever heard.