I agree with pretty much everything Jim said, but will go a couple of steps further:
Dark and depressing doesn't make something artistic, and really that's one of my big problems with art games in general. It seems like all of them basically go on about the same basic depressing things. An artistic statement isn't paticularly artistic or profound if it's simplty you rehashing what everyone else has been saying about solitude, finality, the pointlessness of existance, and all of that kind of thing.
What's more "Artistic" does not count as an excuse to toss depressing stuff that seems like it tells a story or should fit together randomly and call it art. Part of being a good artist is to have a definate point, and one that is not what everyone else is saying, and to be able to communicate that through your work so it can be understood by the viewer. If you need to be especially smart to "get it" then this means that the artist sucks. What's more saying that the meaning depends on the person experiencing it is a huge cop out, that exists largely for the creator to fake meaning without bothering to justify it. Letting you say have all the wierdness of a show like "Lost" without the expectation that it will ever make sense (which is the failure of shows like Lost, since for it to work you needed a satisfying finale that the show never delivered).
I tend to see most art games as being faux art... people that are poseurs trying to pretend they are artists, following in the footsteps of the people who used the medium as an artistic platform successfully, hoping to garner some positive attention by association and playing the role well.
"Dear Esther" is pretty much a perfect example of the problem, it's a game with a go nowhere narrative, where for all of the stuff scattered around and bits of information, the developers apparently said right out there is no real answer to most of the questions or solid answer to what was going on or why. It's basically a tour, that pretends to have something going on besides the scenery, but ultimatly does not. The simple fact that it fails to clearly convey answers or a meaning... means that it fails to be any kind of artwork.
Appreciating something of this sort doesn't make someone smart, it just means they are good at following a crowd of other art poseurs since what they are following can't even really be considered art. Even if someone defends something like this as Art by using a very broad definition under which ANYTHING could be considered art when you get down to it, it makes this really bad art... and kind of says a lot about the people who lionize it and their taste.
Honestly, I probably won't come out in support of an art game again until I see someone create something with an upbeat message. At this point if your entire message is some dark point about the futility of it all, your just imitating everyone else at the very best. Using a video game as opposed to spouting off nilistic poetry in white and black makeup during open mic night at the local coffee house doesn't change how much of a talentless poseur you happen to be... really. After the first 20000 times it ceases to be paticularly profound. Especially seeing as we all know life sucks... find an artist who can make it entertaining to life me out of my depression the same way, and then maybe you'll have an artist worth something. I don't need a video game or goth poet to tell me how depressing everything is, I have my life and the rest of reality for that.