We belatedly got round to seeing The Hunger Games. It presents quite ordinary low-key characters stuck in a seriously moustache-twirlingly evil dystopia, Commodus's Rome by way of SLA Industries.
How on-the-nose should a setting be? It probably depends on the length of time we'll spend there. I think The Hunger Games could have toned it down a bit, even considering the young-adult audience, particularly with two more books/movies to go. All the complexity comes from the sympathetic characters, step back and they're either working for or at least going along with the Hunger Games - and the hunger they take their name from, the poverty of the districts, is clearly as unnecessary and cruel as the Games themselves. It's cranked up for satire, but maybe a bit too far.
How long would PCs go in such a setting without getting all Spartacus on it? Maybe a whole session?
Of course, the protagonists arising from the setting have been ground down by it, but they find their own ways to rebel.
Games with single dystopian settings generally still give PCs room to breathe, forces to fight against and ways to do it. Cyberpunk nightmares like SLA have enemies who deserve taking down. Call Of Cthulhu is essentially about fighting against nihilism, not giving in to it. Even post-apocalypse series have the inevitable "free the slaves" adventure. Paranoia is the exception, but playing it straight is very rare and was never much discussed before the Mongoose edition.
And if the PCs are just visiting a dystopia for a session or two, they'll probably have the wherewithal to bring the whole edifice crashing down in hours. As noted elsewhere, someone like the Doctor or Captain Kirk could fix Warhammer 40000 in a single episode.