I mean. I’d argue that she does?
The Valdemar series kinda plays with morality and what counts for good or evil, who is on what side. What the motives are, and what makes control over a person or destiny okay.
The horses are avatars of a god, and are in fact challenged in some books, and admit they make mistakes, and they are not always right.
Like yeah it’s 80s-90s fantasy tropes, it’s chock full of “cringe,” and the writing quality varies from book to book. It’s not High Literature, but it is interesting and fun. There’s gay and trans and ace characters, there’s arguments over whether being raised by “evil” people makes you evil, there’s discussions over religious freedom, over children’s rights, over war, over magic and power and what it means to have power. There’s murder plots and spy plots and save-the-day adventures. There’s stories about what you do after you survive the adventure and are left permanently disabled and not even magic healing or divine intervention can fix you.
There is very much an awareness of the genre Mercedes Lackey is writing in, and the tropes thereof. Yes, we do suffer a bit from those tropes sometimes, but it’s much less tiresome than most of the male authors from that time period. They’re weird little books, but they’re fun, and know they’re written for fun.
Skip the child thief only is the main character in one book (To Take a Thief) but he shows up regularly in the background cast in quite a few more of the Valdemar books! There’s much more to his story!