Hm, well if thats the criteria, I can think of a few examples of that sort of thing from games that might not be considered 'arty'.things that allow us to ask profound questions about who we are, how we live and the state of the world around us
Fallout 3 - the mission where you are given the choice of kidnapping a baby from its parents for the good of a large group of slaves. I paused the game and had to think for a long time before I made my decision. It made me consider whether the right of a child to be brought up by its parents who clearly love it should be sacrificed for the good of the many. It made me consider my own morals and what I deem to be right and wrong.
The same can be said when during mass effect 2, during Legion's loyalty mission, you choose between destroying or rewriting the geth that are your enemy. I wasnt as torn during this one, but it seriously made me think.
Could either of these games, in causing me to reflect on myself and my morals, be considered art? and surely the things that cause us to reflect on who we are, how we live and so on will be entirely subjective?