I think Tolkein, despite his denials, did have a moral message to deliver. I think his denials were product of trying to distinguish himself from C.S. Lewis and to get from the whole Tom Bombadil controversy.
I think we are making some confusion here.
Tolkien never denied that his story "had a message" (or more than one, really). He just refused two specific claims: that it was meant as a Christian allegory or a as an attempt to draw a direct parallel with World War 2.
he also said more than once that he never tried to draw any parallel with the real world and he personally wasn't a fan of the approach of "telling X to actually talk about Y".
That of course doesn't mean that there isn't a "a moral" (or again, more than one) intertwined in its narrative. Then again it's basically impossible to write any work of fiction that tries to express ANY idea without at least a part of it being implicitly "a moral message" (or being interpretable as one).
But that's not even what I was talking about.
I was explicitly referring to how a lot of modern revisionists love to downplay his writings as "lacking in moral nuance" (which is possibly questionable in general) given the fact that "good and evil" were easy to tell apart.