I think it's because 'art' is one of the few memes which actually is allowed the privilege of benefiting from negative emotional responses. What other occupation besides 'art' and 'media' can you drive people crazy and be paid for it? In most occupations, feeling shocked, uncomfortable, or creeped out is a bad thing. 'Shock art' has a legitimate need to be continuously pushing the boundary to define itself, yet societies and cultures establish those boundaries for good reason and to be continuously having its shock buttons pushed is stressful to any culture.