There’s no clear link between art and empathy, and there are other values of art.
If museums must justify their existence, they should to do so honestly, on the basis of what the items in their collections demonstrate for audiences. Museums teach history. Museums present the heterogeneous intellectual and artistic heritages that any person, living in a liberal society of individual freedoms, can claim for herself.
One such value is that Art Is for Seeing Evil, meaning negative experience in a broad sense.