And there seems to be the great divide. The if fiction - setting = philosophical essay, then it follows that fiction = setting + philosophical essay. And this does seem to be the position of many in the SF community.
It's my position, for sure.
But you limit this declaration to SF and imo it applies across all fiction. FREX take The Girl with the Dragon Tattoo--it is definitely societal commentary--and the setting is part and parcel to it. Reading that book, you feel isolated, you feel abused, you feel what Lisbeth feels to some extent, and even take righteous pleasure in abusing the tormenter. Because of setting. Almost any fiction I can think of has a point of one sort or another, and strip the setting and you're left with simply message. It ain't just SF. And I've never been to Sweden nor trafficked.
It isn't philosophy at the heart of fiction; it is experience. You are right, of course, that many today find the whaling parts of Moby Dick foreign to their experience. It isn't the world that they experience anymore. (Not so specifically whaling so much as dangerous physical work.) But Melville really did go to sea, and really did sail on a whaler. Even if he hadn't it was real work for thousands of men for many years. It isn't speculative. It really happened. It was an experience real people actually lived. You may not think that distinction matters. I'm not committing myself on whether or not it matters. But to a great many people it matters very much. The question, after all, was why isn't SF taken seriously, not whether it should be.
The issues in SF, just like the issues in thrillers, really are happening. The settings are relatable. We have space ships. We travel in space; soon, perhaps, to a new planet even.