I think the lesson Oda is more or less going for with Harald is:
"Doing the "responsible" thing, is not always the same as doing the "right" thing."
This entire time, Harald has been trying to be a responsible king. He's been careful with who he chooses to publicly associate with. He's been trying to change the image of the Giants worldwide. He's been fostering trade. He's been trying to help his people learn to be more peaceful, in order to get along with others better. Policing any rogue Giants is even being pretty responsible.
But, as a consequence of that, he's had to sacrifice his own desires. He's had to completely change his own personality. He can't choose his own wife. He doesn't have time to spend with ANY of his children. He can't even help out a friend, when they really need it. Because he's so busy being "responsible".
As with a lot of One Piece, the lesson is sort of that "greed is good". As long as it's the right kind of greed. As long as you're "greedy" for the right things, it's not a bad thing to give in to your desires. It's healthy, even. Luffy is definitely greedy. All the Strawhats are greedy in their own ways. Suppressing your desires, for the good of the group, is the real problem.
Remember, this is a Japanese series. And so, it's going to deal with more Japanese-related social issues. And in Japan, you're taught at a young age to think more about the welfare of the group, rather than your own personal welfare. It's why there's such a big emphasis on family. Or working long hours at your job, because it's for the good of the larger corporation. Oda is basically saying that it's okay to put your own dreams and desires ahead of the group's desires.
In order to APPEAR good, Harald is having to ignore the actual bad that the World Government is committing. Harald is putting his public appearance ahead of actually doing what he knows is the right thing. He's being a responsible king for his people...but sacrificing the part of himself that knows he could be doing greater good for others. He's concerned more with APPEARANCE, rather than ACTIONS.
And I think that's the part that Oda has a problem with. If Luffy is any indication, Oda seems like a "actions speak louder than words" kind of guy. Choosing to maintain your public appearance of decency, while allowing bad things to happen because of it, may be something that Oda is criticizing with Harald.
There's also another interpretation of this that I'm kind of still mulling over.
It occurs to me that Oda might be critiquing different "eras" of Japanese history with each of the post-timeskip islands. Each one of the islands being a different time in the history of Japan. Maybe.
For example, let's take Wano. That would clearly be back when Japan isolated itself from the rest of the world, and refused any foreigners to come into the country. Sakoku.
https://en.wikipedia.org/wiki/Sakoku
Punk Hazard would be the immediate end of World War 2. After the bombs were dropped. The land is a disaster area, and there's significant effects on the children who are in the area, changing how they grow.
https://www.rerf.or.jp/en/programs/roadmap_e/health_effects-en/geneefx-en/birthdef/
Egghead would be when Japan was the technological center of the world. A lot of factories and new technology was built in Japan in the 80s, 90s, and 00s. So, in a lot of ways Japan became one of the most technologically innovative countries in the world.
https://japan-dev.com/blog/the-history-and-future-of-technological-innovation-in-japan
Dressrosa would be the era of tourism. When Japan was maybe creating "artificial experiences" for tourists to give them a idealized, sanitized view of the country. Keeping tourists from seeing any problems, like homeless people or crime, and keeping them to certain "tourist friendly" areas.
https://www.travelandtourworld.com/...-a-more-authentic-experience/#google_vignette
Elbaph, then, would be the period of Occupation immediately after World War 2 where Japan basically surrendered all right to have it's own military and allowed US forces to build bases on their land. It's a time when they tried to become complete pacifists. Which is still more or less in effect to this day.
https://history.state.gov/milestones/1945-1952/japan-reconstruction
https://en.wikipedia.org/wiki/Article_9_of_the_Constitution_of_Japan
This isn't a perfect theory. I'm not quite sure how arcs like Whole Cake or Zou would fit in. (Zou could be Japan's ancient past when things were more "wild". And Whole Cake could be commentary on the rise of the "cute-ification" of Japan with the obsession with kawaii and moe culture. But, that feels a little too loose for me to be happy with it.) But, I feel like it works well enough to mention it. I think it is possible that Oda is using each of these arcs to showcase different aspects or periods of Japanese history, and how things go wrong in each of them. And if this is the case, Oda's kind of bouncing around back and forth through history with each island. With no real pattern or reason for any island to be based on the time period it is.
So, Elbaph would just be less about the lesson he's trying to communicate with Harald, and more about showcasing the history of the "Occupation Era" of Japanese history. Harald isn't really supposed to be about a particular lesson. More a reflection of the actual thought processes and reasons why that era of history happened in that way. It's supposed to be more reflective and less moralizing.
...Or maybe not. I'll admit, I might be overthinking it. As I do. But, I think it's a interesting idea.
The first idea is probably more what Oda's going for. But, I'm still mulling over this second idea. There may or may not be merit to it.