Sure, most games are "dumb" but I think it's an over-generalization to lump BioShock in with "most games." Just because the majority of your time in it is spent shooting people doesn't mean there aren't deeper messages and things going on.
Agreed, Bioshock is a FPS first and foremost. It's what makes it a game. What makes it unique is the atmosphere, storytelling, and these deeper messages.
I think people are often confusing gameplay over the scenario of the game. A lot of games can give very clever worlds, but the games have a constant stream of 'dumb' action. Otherwise, we simply wouldn't be entertained.