Not every lesson can be taught explicitly:
Fairy Tales are written to speak to the emotional language of children — to present a problem that is both vague and foreign on the surface, but highly relatable to the child’s subconscious fears, and then to provide the child with practical, cautionary advice for problems yet to come or coping strategies for problems which have no solution.
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Horror movies can give a child space to deal with their fears in the realm of fantasy while they subconsciously work on bringing the eventual reality of those fears to manageable terms.
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Life without story could be broken down into a series of bullet point instructions, which may seem efficient but would prove ineffective. People need the space and distance that that fantasy can provide. That same space and distance can afford someone the time to mentally process the fears, anxieties, and grief which are overwhelming and incomprehensible. Stories for children need to be more than losers winning despite being losers. Stories for children need to begin helping them develop their emotional tool-kit, or else there will one day be a world of adults unable to cope with everything that is inevitable.
It’s probably another thing that we might want fairy tales that aren’t about losers winning despite being losers.
I’ve seen this with my kids though, most of the time a simple bullet-point list of instructions, warnings, or guidelines is in one ear out the other. My oldest, who’s 15, can sometimes follow a more than two point list of verbal instructions. (I exaggerate somewhat)
But if I take the time to wrap it into a story, they get it, and retain it. And this isn’t necessarily great life lessons or whatever, just things like don’t walk on the edge where you could fall, remember to pick up the garbage sorts of things.