The fourth wall, in this case, isn't meant to represent a separation between the action and the player — it's meant to represent the belief the player has that they are controlling something real and meaningful. The fourth wall separates the game-game, the fictional game, the "diegetic" game, from "non-diegetic" things like saving, loading, adjusting the volume, &c. That's why most tutorials wouldn't be accused of 'breaking the fourth wall', but that bit in one of the MGS games where the bad guy threatens to have deleted some of your save games is.