The vast majority of movies aren't meant to deliver a message. They are intended as entertainment only.
The only movies I can think of intending to send a message, are documentaries.
That depends on the movie, some are super stupid. Let's not forget about the purpose of the movie, only some of them really want to show/teach something, but the biggest part of them are just the entertainment, and, unfortunately, most of the people don't wont to think, so intelligent movies aren't really popular.
Some do. But sometimes a movie makes us want to live in a fantasy world and we wish we wouldn't have to be in reality.