I think the more productive way of thinking about it has to do with why one engages with art. Does it give you a way to socialize through discussing critiques? Is it a tool for inciting empathy? Do you simply want to bask in the emotions it inspires? And so forth.
When you look at it from a perspective of what you want it to do for you, then I think you can make a good case that for some purposes, games would work just as well if not better compared to books, movies, sculptures, dances, etc. Whether or not you call it art... isn't so important, really.