I'm going to try to keep this spoiler free, so you may have to take some of my assertions as gospel without my verification.
It's easy to argue that video games are all about escapism. The means by witch one solves problems in a video game are typically violent, deceptive, fantastical, and so on. Once in a while, though, a game will make you step back and point out to you that actions do have consequences.
Take Fallout 3. For the most part the decisions you make which affect your karma fall either on namby pamby Care Bear good guy and Satan's unholy prolapsed rectum evildoer. This makes it difficult to care about doing things like killing that friendly doctor who just healed your radiation sickness or nuking a town of wholesome, all-American settler type folk.
With the addition of Fallout 3's DLC The Pitt, the player's ultimate goal is a choice between one moral ambiguity and another. Either choice will lead to harsh consequences. When I played through it the first time I was honestly torn about what the right thing to do was.
I just finished the fourth installment of the Back to the Future game. Being created by the same folks who created Maniac Mansion, Monkey Island and Sam and Max it's no surprise that this particular puzzle game involves achieving a goal through the most humorous and unlikely means possible. Near the end of this particular episode though, when everything you've been building up to in order to fix the timeline is about to fall into place, you're forced to consider the ramifications of what you're about to do. In changing history one way or the other, you're altering the lives of people in ways they may not want. And, as with The Pitt, this leads to harsh consequences.
These are just a couple examples of how actions taken in a video game can reflect the gray areas of reality, and of how doing the wrong things for the right reason can possibly lead to tragedy.