Interesting topic .

Upon reflection it seems to me that artists have a sense of melancholy.  It is this that makes them question and reject the worlds everyday assumptions.

Great art is often produced by troubled souls in times of great stress.  Witness Munch's The Scream or Picasso's Weeping Woman, there are countless other examples, but I'll leave it there for now.

http://www.tate.org.uk/servlet/ViewWork?workid=11871

http://www.edvard-munch.com/gallery/anxiety/scream.htm

And every one said, 'If we only live,
We too will go to sea in a Sieve,---
To the hills of the Chankly Bore!'
Far and few, far and few, Are the lands where the Jumblies live;
Their heads are green, and their hands are blue, And they went to sea in a Sieve.

Edward Lear
http://www.nonsenselit.org/Lear/ns/jumblies.html