Is that really a remarkable fact about our age? It was my recieved impression that artists' politics have tended progressive at least since this whole modernity thing got rolling - not that there haven't been plenty of brilliant conservative artists, too, but that's no less true today.
Hmm. Maybe it is a little truer today, in that the death of romantic European conservatism ended a form of right politics for creative types (goofy libertarianism might provide the best substitute here...?)