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Sinnoh is about how all life is sacred. NPCs in DP talk about how life is a gift to be cherished, because they have handed down many stories about creation. Cyrus wants to tear this apart because he can only focus on "strife" and hates reality. It's like the age old question "If god exists why do bad things happen?".
Kalos is similar in its final message, that life is a gift to be shared with other people. The game has themes of generosity and cooperation. There are rich, greedy people who look down on the public, and a history of war. But there are also friends who want to help you instead of competing as rivals. And the game is designed to cultivate friendship between players in real life (PSS, O-Powers or Friend Safaris). Lysandre in his own words can only see humans for their terrible history.
Alola is about domestic problems. Kids run away from abuse, and have to "grow up" by following you on the island trial which itself is a coming of age thing. Their actual family is broken, and so they find a family in (You) and the rest of the characters in the region like Kukui (a professor who is incidentally a family man)
