Then there's the fact that many artistic forms are quite expensive to produce while having small, niche audiences. As a result they need some government funding to survive. Those who dole out this money will naturally be more left-leaning. And they tend to reward those who echo their politically correct beliefs loudest in their work, thereby making socialism the "norm" in these artistic fields.
That said, there are exceptions to the rule, particularly in the USA. I think this has much to do with that nation's history and enduring love of individualism. It's also got a big population. So if you can find your audience you can often survive and even thrive without state assistance, thereby avoiding the trap cited above.
So, you do see well known American actors, musos and the like supporting politically incorrect candidates and causes from time to time. Ted Nugent is one of these rugged individualists. An avid hunter and outdoorsman, he posted this take on Trump a few months ago. I think he summed the situation up pretty well.
Then there's actor James Woods, who's very active on Twitter, and definitely no fan of Hillary Clinton!
Would be so great if there were some fearless, rebellious actors, rock stars and the like here in Australia! Aside from Angry Anderson -- who has pretty much retired from performing anyway -- no one else comes to mind ...She is not of this earth when it comes to the #truth. She would lie about the color of the moon, just to lie. #liar https://t.co/X8OPwBGkPP— James Woods (@RealJamesWoods) August 15, 2016