Exalted deconstructs a lot of typical fantasy tropes. You are not the beloved chosen of an omnipotentsky-father god, you are an autonomous hunter-killer weapon built to kill the creators of the world and left to run amok. You are not in charge because it is your divine right to rule or because good always prevails, but because you're the most badass autonomous hunter-killer weapon around and you killed/dominated/enslaved/subverted all the competition. You win not because you're morally right, or because you believe with all your heart, you win because you have power, you use it intelligently and you're awesome: you can always define yourself as morally right afterwards, when you gain your own personal Omniscient Morality License and propaganda machine set up.
Unknown Armies is this for Urban Fantasy, by pointing out the various issues with human nature that would come up if the supernatural really existed in the modern day world. Violence, insanity, tragedy and anti-social behaviour is common in the occult underground.