Anything is possible. I doubt that a moral would surface purely by accident, though it might be a subconscious theme that’s woven through the story, not something the writer intentionally asserted through their writing.

For example, my first children’s book, Trockle, was written to alleviate a child’s fear of monsters under the bed. It also does a pretty good job of showing how friendships can blossom in diversity. But that wasn’t something I thought about, consciously, while I was waiting it.