There is obviously a feedback loop, but that doesn't mean that change begins in art. Art is, like everything else, as much a factor as a product of the growing mindset changes.
You can certainly find examples, but if you think about it, 99% of the art didn't cause any shift.
Is the US socialist after "The Grapes of Wrath", or has race become less of an issue after "To Kill a Mockingbird"?
Was the history of Spain very influenced by Picasso being a communist, or portugal by Pessoa being anti-catholic?