Not outside fantasy, but...
Pendragon (esp. 4e or 3e with Knights Adventurous)
Pendragon supplements tend to be either setting books with a few adventures, timeline sourcebooks with lots of adventures in schematic form (Pendragon Campaign, Boy king, Great Pendragon Campaign), or adventure collections (2-4 big adventures, and a half dozen smaller ones each).
Many of the adventures have allegorical elements. Many of them are outright allegory in total.
In 3e and 4e, it's possible to have mixed religion parties. Given that the game has mechanical feedback on religious behavior, and strong benefits for playing one's religion, with different religions having different traits that are virtues, this can lead to some rather interesting philosophical explorations by players.
Thing is, Pendragon's source material is strongly allegorical, too: Sir Thomas Mallory's Le Morte d'Artur, T. H. White's The Once and Future King, and the traditional Welsh Mabinogion, with a few nods to the movies as well. especially Boorman's Excalibur. It should thus be no surprise that allegorical beasts are part of the bestiary and sample adventures in the core, or that the adventures often have religious and chivalric virtues being tested?
Note also: The game setting is also a bit of an allegory, as well, at least if the timeline is used: The land flourishes as Arthur's reign does. When Arthur's reign starts to falter, so does the land, and even players' fiefs can feel the pinch.
Some of the published adventures for Ars Magica often have allegory, as the game is focused on a mythic version of historic Euorpe, circa 1100-1200AD. The allegory isn't as strong, and the mechanics make limited use of allegory, mostly in the material components lists for enchanting affinities.
The various houses, however, espouse different paradigms and values, so there are hooks upon which philosophical debates can be hung.
I can't be specific as to which adventures, however, as it's been too long, and my Ars Magica books are packed away.
The One Ring
As with the others I've mentioned, this is based upon a "Mythological Setting" - Tolkien's Middle Earth. It's set in and around Mirkwood Forrest, between The Hobbit and The Lord of the Rings. The adventures include some allegory, especially those in Tales from the Wood.
The use of Allegory in the adventures is almost in spite of the source - Professor Tolkien didn't intentionally use Allegory, tho' there are multiple layers of allegory found within both The Hobbit and Lord of the Rings. They may or may not have been intentional, but because of their constant and consistent use, Tolkien's fans can find them... and the Adventures in The one Ring are making use of it.
Likewise, the different races have clear philosophies, and when played true to setting, this creates some interesting differences of approach; mixed parties thus have philosophical arguments to make, should the party be into that kind of Roleplay.