Pick one.
Shitposting aside, FF has always been pretty dark, so I don't know why we're pretending this is a big deal.
To recap some highlights from the ones I've played recently enough to remember key, spoiler-free points:
1 has the entire world on the brink of collapse, including, but not limited to pirates owning a town, and entire race about to die of starvation.
4 opens with a warcrime, and is never afraid to talk about what that means.
6...everything. But seriously, invasive experiments driving people to insanity, mass poisonings, mind control, and that mid point twist.
7 contains genocide to the point of extinction, several rape attempts, attempted forced breeding, horrifying experiments, a couple of settlements getting destroyed, and seeing the aftermath thereof
9 has even more extinction, kidnapping, a whole shitton of mutilation, several WMDs, yet more genocide, and just non-stop existential nightmares
10 cements SE as being kind of obsessed with genociding peoples into extinction, but also has a lot of religious corruption
12 exists
13, as shit as it is, does try to talk about persecution for things beyond your control(hilariously making it a very good LGBT/racism allegory, but they're too stupid to see that), and invokes concentration camps very well.
14 is another contender for everything, because holy shit. Depression induced suicide, oodles of rape and torture, guilt fueled murder sprees, selling of children, and that's just off the top of my head.
15...fucked if I know, with how insane the narritive of that shit was.
And none of that is counting side games. Yes, 10, 12, 13, and 15 are worse at it than others, but let's not pretend this would be the first time FF talked about serious topics.