I only played MGS2. It had a lot of good points.
The series is basically Rambo: the video game, and is very critical of the military industrial complex, war, militarism, fascism, "the deep state," etc.
MGS2 goes off the deep end with a lot of conspiracy theories and "how do I know what I know is real." But it really predicted the post-truth presidency and was prophetic in a lot of respects. It also had some good commentary on when Bush stole the election from Al Gore, and criticism of the sham that is America's "democracy."
MGS3 was critical of the CIA and followed similar lines. MGS4 criticized America's PMCs and involvement in intervening in places like Iraq.
MGS5 was an unpolished disaster and destroyed the developer.