From what I've seen, they might to some degree. Most of my liberal friends tend to be creative/artistic, and most of my creative/artistic friends tend to be liberal. It must have something to do with "thinking outside of the box." Conservatives are a little more set in their ways. Of course, there are ALWAYS exceptions.
The Daily Show is nightly comedy show parodying and satirizing the daily news. The man at the helm, Jon Stewart, is a moderate liberal, and it shows. It influences his creative comedy. The Revolting Truth is a YouTube channel with a hard right philosophy, and it shows in their creation.
This quote basically sums it up (can be found at http://www.city-data.com/forum/great-debates/557304-liberals-more-creative-than-conservatives-5.html ). Sorry for copying and pasting :-)
Creativity manifests in many ways, in every aspect of life. You cannot simply list the various arts and then proclaim that liberals are more creative, simply because those parts of life tend to be dominated by them.
What about architecture, structural engineering and software development? Those all require a hefty dose of creativity to do well. Even the financial sector, which has been used as the apex of greedy conservatism in this thread, is the home of "creative financing." Look at the IRS tax code - now that's creative!
Do you think that Westinghouse didn't have a creative spark when determining how to harness the power of Niagara Falls? Designing and building the Hoover Dam took a fair amount of creativity, too. Let's not forget about the pride of the San Francisco (arguably the most liberal city in America): the Golden Gate Bridge...
Creativity comes in all shapes and sizes, and it is not found exclusively in the arts. Look at the world around you and realize that everything you see was born of creativity - and if you paid for it, profit motive as well. This goes for everything from your low-flush toilet to your iPod to the alternating current that's used to charge it up at the end of the day.
Sure, there's more liberals in the arts. They don't have a monopoly on creativity, however. Not even close.
Art of just a by-product of being creative intelligent creatures. Animals with higher intelligence like dolphins and elephants make art too, with facilitation, to some degree. So art is just one way our creativity is expressed, like all things we do in life, this choice of expression will obviously be influenced by the culture and beliefs we choose, the people who we share these beliefs with and the inevitable sway that has on the activities we participate in. The culture you have lived may lead you to express your creativity in other more structured ways like architecture. Artist, architect, chef, decorator, CEO, They're are all different choices in where to apply our creative minds.