I've seen quite a few "lefty"/Socialistic early movies, through the years as well as some eyeopening precode liberal ones as well. There were also many more proAmerican/capitalist ones that I've also seen, but MESSAGE movies are as old as movies themselves.
As a matter of fact, there have been SO many movies made with "triggers"/"microaggression" that seeing them would burst the poor little snowflake millennials heads would burst!
Oh, “Soak the Rich” was a satire that was markedly anti-New Deal. Ben Hecht and Charles MacArthur wrote, produced and directed it, and they were strongly anti-commie. They made that film on the heels of another interesting and offbeat film, “The Scoundrel” (1935) starring Noel Coward.
Another Depression-era comedy, albeit a bit more commercial than the above, was “Three Cornered Moon” (1933-Paramount), with Claudette Colbert. At first you think it’s going to be a lefty-inclined item, as it’s about a silly, self-absorbed rich family of a dotty mother and her four children, who learn they are bankrupt. But as the film progresses, the children rally and get jobs and become more well-rounded individuals. And the boyfriend of Colbert, who is an artsy, pretentiously intellectual writer who can never finish his book, is proven to be a weak character. Thus, a film that leaned ultimately more towards a conservative outlook.