Wilde liked to strike an amoral pose, and he certainly wasn't moral in the conventional Victorian sense of the word. Nevertheless, I would argue he was a moralist. In The Picture of Dorian Gray, he critiques both his own and Dorian's double life as well as the double lives of hypocrisy many Victorians were forced to live.
The message is that the double life is destructive to oneself and others. In Dorian's case, the hedonistic lifestyle itself is destructive to others (after all, he drives Sybil to suicide and murders Basil: both acts we note, caused by his own anguish about keeping performance and reality separated) and his life of duplicity is itself destructive to Dorian himself, as in the end, he simply can't bear it.
Trying to adhere to the ideal of a double (or false) life, presenting an "act" to the world while actually being different, is shown repeatedly to be a problem. Dorian, for example, rejects Sybil when her acting falters in Romeo and Juliet because her genuine feelings of love...
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