Rather, I think they are not accessible enough. A picture on a wall, a movie or music can be experienced by hundreds or thousands of people all at once. Games in an art gallery have a much lower natural limit to the number of people who can interact with them simultaneously (at least in the same physical space). Sure, you can watch others do it, but that's not really the same thing (it's more like watching performance art than playing a game).

I have in fact been to art galleries which had interactive game-like exhibits. I basically never got to interact with them because, lo and behold, there was a long queue.