It sure wasn't in the Middle Ages or the Renaissance -- in the age of Gregorian chant, of Giotto, of Palestrina, Josquin Des Pres and Rogier van der Weyden. For at least ten centuries in the West, art was Christian art.
Amanda Witt takes the question straight on:
[N]owadays so-called Christian art tends to be sentimental, didactic, and shallow (as opposed to secularity's tendency to be crude, didactic, and shallow). . . . Where are our Dantes, our Michelangelos, our Beethovens?
She proposes some amazing answers, to "Witt":
Christians--like the Jewish Pharisees before them--often look around at the wicked world and, instead of grieving, congratulate ourselves on our own goodness. This not only is dangerous for our souls, it's fatal for our art. If we don't recognize ourselves as sinners, utterly in need of Christ's redemption, then we can't create complex characters. We make two-dimensional "good guys" and paper-flat "bad guys." This is where Graham Greene's genius lay, and Dostoyevsky's. They knew bad guys; they were bad guys, but they didn't want to be.
I strongly suggest that even my non-Christian readers, to whom these very premises are alien, take a look at her "Thoughts on Christian Aesthetics." It's good thinking, and it will get you thinking, about all art.
I once read Alice Walker's The Color Purple -- sentimental, didactic, and shallow in its own way -- on the train to Washington to see a production of Ibsen's "The Wild Duck," directed by Lucian Pintilie, that totally blew me away. It's not like I had any a priori awe for Dead White European Males. I expected to be bored. Instead I stood through the whole thing -- standing room only -- in heels, feeling no pain, utterly heartbroken and mind-expanded by the paradoxical grandeur, the refusal to resolve or simplify. The inside of my skull felt like a cathedral. I still often remember the doctor's line at the end to the scolding moralist: "I'm trying to keep his vital lie alive . . . "