You're right that we don't apply the same criterion to other pieces of work: perhaps it has to do with the romantic notion that when we buy a work of art, we are buying a little piece of the maker's soul. If other aspects of that soul are corrupt, maybe the creative product and the transaction are tainted, too?
Buying art is elective, personal and intimate. Maybe a better comparison is with politics and organised religion where we do subscribe with passion & conviction: and we also exert a similar judgmentalism when confronted with the moral fallibility of priests and politicians. Though even that is not a true comparison because career politicians and professional faith leaders trade to a great extent on their probity, whereas artists are expected, if anything, to be a bit wayward & louche.
"We all have flaws, and mine is being wicked."
James Thurber, The Thirteen Clocks 1951