It does often have that surface-level message: Good people will always prevail, evil is a necessary part of the status quo, etc. But that's always part of the joke.
I don't think anyone leaves South Park episodes thinking "wow that is so true" and having introspective thoughts about our country. It's more like "what the fuck did I just watch" and "that's about right," dismissive of the average American lifestyle or unhappy with the problems we often face.
I'll keep that in mind though. Interesting perspective.