I think it follows some Christian ideas, specifically that of Original Sin.
Look, two people (Ed and Al) start off in a state of (sort-of) 'Paradise'. They break a taboo, sin, and their lives are screwed up from that moment on. (Now, whether you can compare Ed's being stuck in that alter-world as some sort of hell or purgatory or something is a matter of speculation *shrug*)
The whole series goes from one tragedy to the next, showing us that no matter what they do it is impossible to ever fix a mistake you made. You can never have a clean slate.
Now, I'm not claiming to know much about Christian theology, I'm just looking at it on the totally basic level here. If anybody who knows more than me on the topic would like to voice their opinions, I would be really happy.
I just want to say that I don't think it's a good message. It's a defeatist, self-destructive message. Why bother trying to make things right if you're doomed by your mistakes in the first place? Maybe that's why the ending of FMA left me so down. Because they really tried so hard, but still ended up with the short end of the deal.
Yay for LJ communities where I can spout nonsense like this ^_^