During the New Deal, the government created a project known as the Public Works of Art Project. It also created a branch of the Works Progress Administration known as Federal One. These programs were meant to help artists of various sorts. There were two main reasons for this.
First, the government was very concerned with helping the economy recover. It created all sorts of jobs for various kinds of people. It made sense to try to create jobs for artists as well. Second, President Roosevelt thought that it was important to give as many people as possible work that was in their own specialty. He felt that it made more sense to give artists work doing art, particularly if that art could in some way help the community.
For these reasons, the federal government promoted the arts as part of the New Deal.