100% - but people don’t want to make those sacrifices. They want to live and do what they’ve always done. It has and likely always will be possible to pick up stumps and move somewhere very cheap and get on with a personal creative endeavour - not many have the courage though.
Orchestral music composition and performance is quite different from painting and writing. When you are dependent on a large amounts of other highly skilled people to create and perform it makes it really hard to live out in nowhere.
These days internet and digital production can ease a lot of the rural isolation. But for many (most?) people it is essential to be in and around the art scene to be able to create and maintain focus and motivation to work on their art. Especially when starting a career it is important to meet and see other artists and art.
I'm sorry, but I don't hold them in high regard as artists. They're part of the "western/southern frontier" crowd that encapsulated the zeitgeists of their environments, rather than create something that transcended it. The "frontier" is a notable and interesting subject in itself, but it has only peripheral cultural value to... civilization.
Much of O’Keeffe’s work relates to gender in a way that was counter to the zeitgeist of the contemporaneous southwest. Johnson more or less embodied a nascent Delta blues, defining it on wax, then died. It was too early in the codification for there be something to transcend. His career was like 9 months long. McCarthy I don’t know, can’t read because I don’t like the violence.
Nonetheless your final point is far more vapid because the frontier is where civilization is created and destroyed. It is where norms, values and modes of production of some civilization are placed with decreasing amounts of their domestic support, and usually in increasing conflict with a different civilization, so that it becomes clear what aspects have some more fundamental truth or at least robustness, and what is simply town and gown, responding to the ever shifting attentions of easily bored patrons.