The reason we don't have right-wing art is not because there are not right-wing artists. There are. But neither is it (exclusively) because right-wing artists are being blackballed from institutions (though they often are). The larger issue is the dichotomy between right-wing creators and right-wing consumers, who have vastly different taste in art.
Right-wing artists have high-brow taste, while right-wing audiences have low-brow taste. The right-wing artists watch True Detective; while the right-wing audience watches NCIS. Or David Lynch vs. Michael Bay.
The audience for sophisticated right-wing art is too small to be commercially successful. So to make money, right-wing artists must make slop to appease the right-wing audience. Though, ironically, it is often left-wing artists selling out to make low-brow right-wing art for the right-wing masses. Albeit such art is watered-down politically, right-wing only in its vaguely pro-American, pro-law enforcement and military themes.
If right-wing artists are independently wealthy or content with being poor, they can make their pure art regardless and not care about making money. Though sometimes overtly right-wing art can be financially successful, as in Mel Gibson's Passion of Christ (which he had to independently finance).
Or they can try to target that massive midwit audience by making right-wing art that is not overtly political, so as not to scare the normies away (like David Lynch). That is what most great right-wing movies did. As Lomez explained in his podcast with the NYT, No Country for Old Men is great right-wing art, but most left-wing midwits are like, "That's not right-wing..."
Another option for right-wing artists is to combine the high and low brow, like the great pulp fiction writers of the past: Robert E. Howard, H.P. Lovecraft, and Raymond Chandler. Create art in pulpy genres that the low-brow right-wing masses enjoy, but make it at a higher artistic level. Chandler elevated the detective mystery. Lovecraft elevated the weird horror tale. Howard elevated the adventure story.
This type of art has the potential to draw in the left-wing midwits too, making the potential of 4-quadrant commercial success. But to do that, the art cannot be overtly political. Lovecraft was not political in his stories, but the themes were definitely right wing--yet he has plenty of left-wing fans. They either ignore the right-wing messages because the stories are so good, or they fail to perceive the messages as being right-wing, due to ignorance or cognitive dissonance.
I write fiction that is a combination of the second two options. I don't care about making money from my art. I mean, I'd like to, but I care more about following my pure creative vision and making things that are true, good, and beautiful. I made enough money elsewhere that I don't need to make money from art.
But I also do not make my art overtly political (for the most part). My art can be accessible to left-wing midwits. That's the thing. Left-wing midwits encompass a large audience (think redditors). You don't need to dumb down your art for the left-wing midwit audience to be successful. Upper-tier midwits generally have good taste in art; they just have shitty politics.
There is plenty of great right-wing art throughout history. In fact, the greatest of art tends to be right-wing, in as much as it portrays the True, Good, and Beautiful. Even in today's progressive-dominated culture, there remain avenues to success for right-wing artists.