The first game was more against radical Objectivism then anything else (and even then it didn't really get the message). The creators thought we were ok with knowingly harming others to get what we want. It does a good job of pointing out though the degree to which Atlas Shrugged was romanticized with the utopian Galt's Gulch. It is also so well made that it is hard to stay angry at it for long (2k games is among the pinnacle of game makers). They made up for it in 2 though where they made the collectivist/socialist viewpoint even worse then the Objectivist viewpoint. You felt that they thought that Objectivism wasn't perfect, but you could still be a person. However they believed that under the alternative you were much less then human as the enemies were much more monstrous then in the first game. So yes openly it is anti-objectivist but as a series it is more anti-extremes then anything else.
Also any game with what is basically Ayn Rand in it cant be all bad :)
"A man commands, a slave obeys"
Andrew Ryan AKA male Ayn Rand