I remember two more from Bluey.

There's one where Bingo is in the hospital and they create a video for her where the main lesson is that it's normal to get sick and everyone will experience sickness. I have seen children's shows deal with sickness but I don't think I have seen one remind kids how it's a normal part of life.

There's also the episode where their Aunt Brandy visits for the first time in years. Their mum explained that she stayed away because she wanted something and was not meant to be. It's heavily implied that what their aunt wanted was her own kids and that she stayed away because she found it be around her sister and nieces.

Edit: corrected episode details