You are correct; Good art has an amplification effect on what already exists. It translates an experience that affects one person (the artist, or a character in the artist's imagination) to an experience that resonates for a larger audience.

If a work of art has enough emotional impact to change the habits of thought, then it is plausible that it could change behavior as well; but here it may be difficult to discern the primary work of art from second-order effects: the discussions that arise in response to or in criticism of the art. These second-order effects may drive the actual impetus for change.