Leaving aside for the moment the possibility that perhaps aliens have done exactly that, but in ways that we perhaps cannot comprehend or do not recognize as "art" or "literature" or even "music" (I wonder how many people in ancient Rome would consider the Sex Pistols to be "music", at least as they understood it), one should entertain two other possibilities - one rooted in the way we behaved when dealing with less technologically advanced cultures, and one that is rooted in the question of who, or what, might be coming here.
In terms of the former, it is useful to remember that when Western explorers landed on unfamiliar shores, art, literature and music were by and large the last things that they had in mind when dealing with the local populace. Power, as Mao observed, comes from the barrel of a gun, not from a toccata. Perhaps aliens are "human" enough to behave in much the same way that we once did. In other words, perhaps they are here to do with us what they want to do with us, and not give us a crash course in modern music on Zeta Reticuli.
More likely, however, is the prospect that any "aliens" who would be visiting here are artificial life forms - robots, to use the classic reference, or AI to use the more modern term. The so-called "finer things" in life may well be beyond them, or were not included in their programming or mission by whatever beings sent them on their way, in the same way that the plucky little Mars Rover isn't packing an IPod full of Paul Simon songs.
There is one final possibility - perhaps an alien culture would be, you know, "alien", in the sense that they would have vastly different priorities and concerns than we do. Maybe music, and art, and literature, are meaningless to them, in the same way that they hold little or no meaning for some human beings?
All of this is grist for discussion over a few beers, but when you read someone telling you that there can't be aliens coming here, because they have never shown us their "finer things", don't take it seriously.
As can be seen, we have no idea what their "finer things" are - one could just as easily ask why the aliens don't show us porn, which, judging by its prevalence on the Internet, is more popular than Bach.Maybe, just maybe, we should be looking for an alien Jenna Jamieson ... and maybe, just maybe, given the number of alien abduction encounters that include a sexual element, we've already had one!
Paul Kimball