It's because in most sci-fi movies a lot of effort is spent on the setting and thus the story while many times is good, often lacks the depth of their non-fiction counter-parts.
Bladerunner is one of the few movies that has blockbuster level visuals while maintaining a very serious story with a lot of depth. Gattaca is another sci-fi movie that achieves this as well, though the visuals in Gattaca aren't blockbuster level.