The problem is likely even nastier. Usually trending art is not government sponsored, at best it's semi-legal. (Of course now some German court said recently that yes, DJing is art too, and of course electronic music is big business around the world, but venues are regularly closed, moved, harassed.)
So artists that have this kind of pull would probably have a hard time just buying a cheap warehouse and opening shop.)
The returns go to property owners, not workers.
Please pause for a second before saying "why don't they just buy property" and come up with possible answers to that yourself.