Pricing art is harder than pricing most other things since artworks are, by definition, non-fungible / unique. This makes it hard for there to be a "correct" price. For the most part, we address this by letting our artists set their own prices (they have more information than we do.) Other factors that play in are the cost of materials and labor (often hundreds of dollars per painting) and the potential for the artwork to go up in price some day, like a stock.
I love all of these suggestions! We're currently working on a content strategy that will cover a lot of the topics you mentioned. I agree there's a piece of education that is needed, especially in understanding the process of artists, why things cost what they do, we plan on doing more in-depth interviews, and hopefully videos that can convey a lot more information.
May be a long term thing, but I also think you should focus on expanding and growing your market size. Create blog posts, and videos on art, artists, art appreciation and advertize them. Educate audiance and get more people interested in it. That might percolate to making your business bigger.