I dunno.....I think it's by a film-to-film basis. Sometimes, the message can be different. Sometimes it can be deep, sometimes it can just be bull**** just to make a fun movie.
American Psycho's message, per se, seemed to be of how superficial the time period was and how everyone was so alike, that someone could get away with murder(s). There was more to it than that, but......that's kinda the jist I got.
Frailty, was another movie that seemed to be about faith.....
Btw, since we're on the subject....anyone check out DEXTER on Showtime? It's kinda like American Psycho meets CSI: MIAMI meets Frailty.........kinda a cool show. It's about a serial killer who kills......other serial killers......hmmm.....would that make him a hero?