Man, this is NOT the main message I took away from the show.
The main message of the show, as I viewed it, was:
The drug trade is fundamentally an outgrowth of a society that thinks in individualist terms, but lacks either the social collective and moral knowledge or the social collective and moral willingness to think outside of those individualist terms and individualist responsibilities sufficiently far enough to fix the issue.
This is because everyone in the show is acting as a rational agent following their own personal incentives. And in aggregate, these personal incentives become social forces that guide the actions of the institutions these people create in order to further their pursuit of these personal incentives. These are collectively referred to as "the rules of the game".
The show goes to extreme length to show, over and over again, that so long as everyone is following their individual incentives, IE following the rules of the game, it is NOT possible to solve the drug trade. The drug trade is itself a natural outgrowth of following personal incentives. (Why hamsterdam fails, why jimmy can't solve all crimes, why cedric can't reform the station himself, etc)
The show then makes very, very overt points to show that we all still have individualist responsibility, and our individual choices can and will make positive and negative impacts on the wider community and the people within our sphere of influence.
It then goes further and shows that by making the correct moral choices, by looking outside of our own individualist incentives, you CAN change the rules of the game for the people within your sphere of influence (Carter teaching humane police work, or opening a gym in a bad neighborhood). Similarly, doing the opposite and doubling down on personal incentive more ruthlessly will likely make the drug trade worse, but may personally benefit you more in the short term (Marlo, the journalist).
Phrased another way: if the drug trade could be solved by individual action, it would have been so already. The issues that plague Baltimore are issues that result from individualist thinking, and not being able to see outside of that.
The only person who really sits in a position of power large enough to successfully change the rules of the game, while acting solely as an individual, is the Mayor. But he is also very strongly incentivized NOT to do this, as doing so will require him to self-sacrifice his personal career as a politician. (He refuses to raise money from the suburbs, which are a voting block he would need to run for state Governor. He assumes that the suburban voters would punish him for that, even if he spent the money on Baltimore schools, due to their focus on their self-interest). So again, because he chooses to think in terms of personal incentives, the issue will not change.
The show, therefore questions why America and Americans act this way. The show is hoping that the reason we act this way is because we lack the knowledge about how everyone only thinking for themselves results in "the rules of the game" and puts everyone in this situation. It HOPES that if a show like The Wire exists, and teaches everyone this fact, then the individual characters in the show might look up for a moment, and demand, collectively, that the rules of the game change, by thinking outside of their own personal station in life. You will notice meaningfully absent from any character in the show is any type of character that actively attempts to do this, perhaps by organizing a social movement for meaningful social change, collectively, at the community level. This is what the writers talk about when asked "what should people do."
The show fears that people don't know, because they don't care. That people are fine with the pain and suffering that comes from the drug trade, so long as they get to pursue their individual incentives. To counter this, the show tries to point out that the characters that go the first path, and make the conscious choice to benefit their local community by thinking outside their own situation (the boxer guy, carter, bunny) all wind up happier and with better lives, than the ones who "succeed" at the game on individualist terms (marlo, barksdales, sobotka), in the long term.