In her Games for Change 2013 keynote, Romero explains that she did not make her award-winning board game Train as a game for change per se. Rather, it was a game "about something" — a game about a subject much like a book or movie can be.
"I wanted people to feel what I felt when I thought of these things [about the Holocaust]."
A big challenge when making games of this type is that, as a designer, you just don't know what players are bringing to the game, nor what they might take away from it. Romero's experience with Civilization: Revolution is a case in point: it allowed her to nuke the Japanese when their advanced culture became a threat...just for being technical...while playing as Ghandi.
Some games for change are in your face about what they want you to feel. The designer acts as a preacher, telling the player what path they will go down. This isn't as powerful as experiences like Train or Civilization: Revolution. Instead, it is better to make something that the player can explore however they want (or need) to. Sometimes we don't need to be direct. The games that changed Romero the most changed her precisely because she didn't see it coming.
This is one advantage Romero sees for analog games: they don't have story lines or cut scenes to tell the player how they should feel. The usually just have rules. The games for change movement also affords advantages: while the mainstream can't touch certain difficult topics with a ten foot pole, games for change are invited to look at them in depth.
But, as Romero points out, there doesn't need to be a division between commercial games and games for change. The beauty is at the nexus of the two. As a result, it's not that we need "games that change people, but [it is] the games themselves that need the change."