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In my personal experience, sometimes the ideas that artists are trying to express are subtle and elusive. Often times they're complicated concepts, not just something that can be condensed into an easy statement. Depending on the medium, an artist can express these complex ideas completely inside the art. The art and the medium are their preferred language.
also because an authority figure cannot censor these works of art without appearing despotic, against freedom of speech, tyrannical etc etc etc which are characteristics that no one wants to be associated with. Overall politics cannot interfere with art/literature but art/literature can interfere with politics. A classic example is "The Jungle" by Upton Sinclair which helped the muckracking political movement in America during the early 1900s.