So are the Hugos.
All the back-stabbing and politics aside, one of the prime arguments the Sad Puppies and the “CHORFs” have is, which comes first – the importance of a book or the entertainment value? They don’t have to be mutually exclusive.
Many years ago, I came across this great blog by A. Lee Martinez called "The Han Solo Factor." He talks about the dangers he sees in taking fantasy too seriously. He says it better than I but in a nutshell, he finds that when people--perhaps as an apology for writing "kids' stuff," are too focused on making their fantasy stories Important, they lose the joy of the story itself. He holds Han Solo as an example as a hero that can be serious (or bring in the serious issues) while still being awesome and fun.
I agree with Martinez. You can be important while you entertain. I think it’s harder to entertain while striving to be important. At least, it is in my experience.
I don't worry about my theme. I enjoy torturing my characters for fun and plot-fit. Yet sometimes critics surprise me by finding social, political or religious commentary in what I thought was a cheap (albeit funny!) joke. Neeta Lyffe, Zombie Exterminator is a prime example.
I think a lot of it has to do with two things: letting your characters live the story, and not writing to make/preach a point or to explore an issue, but to enjoy an adventure. Not that you can't explore issues, even intensely, or hammer home a point, but when you let it be organic to the story, you can have deep themes and excellent adventures.
There isn’t a dichotomy between being important and being entertaining. Stories can do both. However, I think that if you strive to entertain while being true to yourself and your characters, your readers will find the importance in your story.
And if they don’t, they still get several hours of entertaining escapism. And that’s just fine by me.