Should figure captions include the "take home message" that the figure conveys?
A short comment in a caption is ok. But generally captions should stay descriptive of what is drawn in the figure e.g. 


  Fig. X: estimated airspeed velocity of an unladen European swallow. 


They should also ideally not be too redundant with legends although sometimes it helps to say things like "shown at various headwind velocities". The place to draw attention on a specific aspect of the data shown in a figure is the results section.

These are customs and not strictly-enforced rules, nothing bad will happen to you if you take a few liberties. Worst case scenario, you'll have to make a few minor edits during revision.