Caporegime
The one and only issue I have with it in movies and TV (especially fantasy and sci-fi) is that it breaks the immersion, as it immediately calls back to this reality we all occupy.
If I'm going down to Middle Earth or Westeros, I want to forget that Earth exists along with all of its problems, so better to keep it away tbh, or at least stop drawing attention to it ffs.
I struggle to know now whether I have just got so sick of the agenda that I see it everywhere even when it isn't there or if it really is as blunt a tool as it seems. There are still shows that have the wit and subtlety to deal with these issues well and to integrate people of different colours, abilities etc but so many it just feels forced.
As you say, it just breaks the immersion when you feel like whatever you are watching is basically looking into the camera and saying "we're making a point about modern societies shortcomings, aren't we so relevant". You are suddenly jolted back to reality and the show is lessened by it.