Films such as Daniel Blake may not change government policy but they may make some people re-assess their views on certain matters. In seeing the plight of individual people being depicted, rather than reading about something that is happening to thousands of "faceless" families, people have the opportunity to get some idea of what it feels like to be poor and powerless - and, perhaps more importantly - the powerless are given a voice.
Films/plays like Boys from the Blackstuff, The Naked Civil Servant, Spotlight, To Kill a Mockingbird, One Flew Over the Cuckoo's Nest, etc., etc., have given people an opportunity to view certain issues from a different perspective or shine a light on issues that some people would prefer to be left unexplored.
As others have said, there are many works of fiction and dramas that have influenced opinion and, ultimately, policy. Professor Erica Ball wrote about the 1977 mini-series Roots on the We're History website:
"Ultimately, Roots was a cultural production that recast the way that Hollywood represented, and Americans understood, slavery. In the process, this seventies television series invited Americans in that era to reconsider the history of the nation, and the place of black Americans within it."
Although there was subsequently much controversy as to whether the characters were real of fictional, many believe that this did not detract from the intrinsic truth of a slave's experience or the importance of the series in terms of the impact it made on both black and white people.
So was I, very briefly. The whole system has changed since then.