I think your examples may be a little off, the only game you listed that actually tries to talk to the player directly is Spec Ops, the other 2 use their characters to either tell the story, or to satirize society in general (or just for the laughs).
In The Last of Us, Joel does terrible things because he lives in a terrible world, and has been traumatized by it. The game makes you do those terrible things to help you build understanding of who Joel is as a character, and eventually you sympathize with him, he's a man who is forced into terrible situations and numbs himself to the brutality because the only other option is death. The ending is open to interpretation, but even if you see him as a bad guy for it, he's not that way out of some hatred the developers have for their players, he's that way because the developers want to tell you a story about a broken man looking for even a little redemption or reason after the end of the world.
GTA uses its evil protagonists to satirize American society, L.A. and California, and just modern society in general. The GTA series has always featured remorseless characters, and the developers play to this. They want to give you protagonists that are evil, but entertaining, you realize these are the bad guys but you still want to play their story just to see what kind of shenanigans they get up to, while the game uses exaggerations, stereotypes and satire to bring comedy to an otherwise dark story. Without the comedy, the GTA protagonists would be much harder for many players to play, probably part of the reason when they did Red Dead Redemption, they made John Marston a much more sympathetic character, conversely Niko Bellic gets criticized because his somber story sometimes doesn't mesh well with the over-the-top GTA world.
Even in Spec Ops, I don't think they are trying to shame the player, so much as trying to present a meta-narrative that wants the player to step back and realize that the American violence glorifying shooter game is kind of screwed up when you think about it. Admittedly, despite Spec Ops attempts, the emotional manipulation hinges on investing the player in his actions, when that fails, the impact of the story is lost and it just starts to look pretentious rather than moving. It's also kind of ironic that people compare its story to shaming players of Call of Duty, when CoD is actually fairly critical of America, and is a lot more pro-British than pro-American.