Yes that’s it. If we all did it together, we could change the world. But as individuals there is no effective action we can take.
Things like effective democracy, or powerful protest groups, could someday change the rules of the game. They could provide a low effort path for each individual to improve the collective (and his own) outcome.
Yes that’s the value of game theory. It’s not really about the silly games. It’s a way to understand real life, using silly games as examples. It helps us think of ways to understand our problems and to change the world, that we would not have thought of otherwise.