"It was a bit preachy..." "Author went on and on about personal beliefs..." "Just when I thought I understood the main character, they went off the deep end into religion, and I lost interest..."
There's something to be said for preaching to the choir: They get the message, you don't have to work too hard, and you can count on a rousing AMEN! at the end of your sermon. On the other hand, you finish with a sneaking suspicion that you haven't moved anyone off the point where they already stood. Who has been saved?
Philosophy and religion share some characteristics, after all. In the former, studies, explorations, thoughts and insights make sense of the philosophical space we have defined, and allow us to reach conclusions about its nature, within the confines of that pre-defined space. In the latter, studies, explorations, thoughts and insights make sense of the conclusions in which we rest our belief, and allow us to define its nature and extent, within the confines of that faith.
For both philosophy and religion, though, participants tend to be either preachers or members of the choir. A layer of fiction can make these insights available to those who are neither. In reading fiction, we take a step back from the tenets of faith or philosophical axioms, and interpose a story between them and us as readers. The story's characters, their actions and choices, make sense of the fictional space that has been created (and consequently, make the philosophical or religious space more accessible.)
What C.S. Lewis did in The Great Divorce, for example, was to reveal that Hell is a choice made continuously in life (and after death), and that we can turn ourselves around at any point. Heinlein's Stranger In a Strange Land, on the other hand, posited that Heaven is accessible before death, if we let go of negative emotions and love each other. Ayn Rand's polemic Atlas Shrugged dismissed Heaven and Hell with the philosophy this world counted most; that doing one's best is the path to joy and salvation.
You may take away a different message; that's much of the joy of reading such fiction. It doesn't matter what conclusions the characters come to, or even the one the story presents. What matters is the journey the author takes you on, from which you can take a longer, wider or deeper step into these thoughts than you would be able to on your own.