I'd like to make an art game, and some of you might want to as well. If so, I think it's important to ask a few questions.
1 - What is art?
2 - How can I convey 'art' through a game?
My answer to 1 is "Something that creates a reaction in the viewer". It can make you think, feel, or anything else if it's well crafted.
2- For me, the issue with games as art is that the art component should come from the gameplay itself - not from the attached visuals/music (although those are hugely important as well). I also think that this is best done subtlely - let the player come to your message, don't shout it at them.
I think that Shadow of the Colossus is a beautiful environmentalist game. To me, it said "We're killing these big, beautiful natural things for our own benefit, and there are consequences." The exquisitely agonizing death sequences of the monsters go a long way towards creating that message for me. Now, I'm not sure if that was intended, but a mark of art is that you can read multiple things into it.
Anyway. In your art game / if you were to hypothetically make an art game, what message would you try to convey, and how would you do it?