Why not create art on an enlightened being like Shakyamuni the Prince of Peace?
Indeed, WHY NOT!
And I would rejoice happily for anyone who did create beautiful art on Shakyamuni. Or Tara. Or Chenrezig. Or Amitabha. Or Manjushri. Or any of the millions of enlightened beings, lamas and mahasiddhas out there in our inifite universe.
Just as Shakyamuni taught 84,000 ways to enlightenment, there are also just as many, (if not more) emanations of the Buddhas to help us, according to our various dispositions, minds, affinities, karmas, interests, or even aesthetic preferences! So while Shakyamuni is splendid and faultless, not everyone may be attracted or feel any great affinity with him (not that they dislike him, but they just feel no attraction to practice or enquire further).
And so - the many, many more emanations, methods, ways and practices that will resonate with different people.
We are not saying Dorje Shugden is the only way here. We are saying he is one way, and a very powerful one at that. Art, dance and methods like this painting are just one of an infinite number of ways for people to gain powerful blessed imprints, to open up to a successful spiritual practice to flourish now or at a later time. You could like it, or you could not like it - it's okay either way! But please respect the fact that there ARE people out there who might like it and thereby be led into deeper practice from that.