It is pretty widely known, that any work of fiction (book, movie, etc., we'll just use the word 'story' here for any of these) which attempts to convince people of something, is likely to be obnoxious to anyone who is not already a believer. We use the word 'propaganda' or 'preachy' when we don't like it, and this seems especially likely when it is trying to convince people of something we disagree with. In some ways, it is good that stories are not so good at changing people's opinions, because if it were otherwise, it would be a pretty frightening form of mind control.
But what is less widely known, is why we can be pretty sure that stories never will be a reliable way to change people's opinions.
Fiction that both asks and answers questions, fails for the same reason a math lecture will not teach us well if there is no homework assigned afterwards. If the writer makes certain the audience gets the point, by hammering it home in a way that lacks all subtlety, they are also not requiring anything of the audience. This means that (like a student who watches the lecturer solve problems on the chalkboard, but never has to solve any problems themselves) their brain is not engaged, and thus the "lesson" will not stick. Preachy fiction is self-defeating, because the fact that it makes sure you arrive at the "correct" answer, means by that very fact that your brain didn't engage in order to get there. Like the "correct answer" at the end of a math problem that the lecturer solved for you, the "correct answer" as the moral to the story, requires nothing of the audience. If it required you to do any mental work (like say if the underlying point of the story was subtly made), then you might miss it. If it's so obvious you can't miss it, you also didn't have to do any mental work to get there, and thus your brain was not engaged.
This, by the way, is deeply baked into the way that neurons work. The very fact that your existing neural network had to work to figure out what to think about something, is the signal that tells your neurons to strengthen those synapses which helped you get the answer. If it wasn't hard to get the "right answer", then like muscle tissue which has not had to do any work, your neurons will not bulk up those synapses which fired when that preachy piece of propaganda blared the message at you, and it is the very insistence of that blaring that makes it unlikely you will change your mind.
Stories can be an excellent way to persuade you to think about a topic, if they aren't trying too hard to determine what you think about that topic. A good story can raise questions, and that can encourage you to work to answer them, in your own mind. However, if it isn't leaving it up to you to decide what the answer is, it also isn't making much of a difference in how you think.