Just not in the area you were hoping for I'd say, different focus. Have heard it described as the first game is about love, the 2nd is about hate which I think is pretty apt.In the end it's not very deep at all.
Without giving too much away season 2 should provide more in the way of morally grey villains/antagonists and their decisions, but yeah the story never goes anywhere near being some kind of allegory for fascism/military/government and never tried to.
Actually, I'll also be interested in your take re: a character's actions, morality and justification after the finale next week if they keep it the same as the game.