Art works are part of that culture, at least when they have acquired some form of recognition.
If we suppose that the artist is expected to have a critical role, he/she should keep at least some distance in order to better perceive, understand and appreciate culture and society. In order to extend curiosity, pose questions all the time and seek the unknown world. So, in order to maintain his/her autonomy, the artist should not integrate (too) much. How do you do that?