Not exactly, but, there is a long and storied tradition of presenting live music in art galleries and museums. Particularly in the realm of new music: early shows by Steve Reich and Philip Glass were held at SoHo's Paula Cooper Gallery, and the first Bang on a Can Marathon took place at Exit Art. (The BOAC Summer Marathon still takes place each July at Mass MoCA in North Adams, MA.)
But, the connection between music and art goes back much further. Indeed, the Metropolitan Museum of Art boasts the oldest continuous major concert series in NYC (who knew?) Historically, the Met's offerings have leaned heavily towards the baroque and classical, usually performed in the somewhat-fusty Grace Rainey Rogers Auditorium, which looks like it hasn't been renovated since it opened in 1954.
In 2011, the Met hired Limor Tomer as the new General Manager for Concerts and Lectures. Tomer, who previously had been a producer at both WQXR and the Whitney Museum, quickly moved to shake things up at the Met, rebranding the series Met Museum Presents and expanding the offerings to New, World, and Experimental music. Recent highlights include the NY Phil's CONTACT! and Biennial, world premieres from Lembit Beecher and Kate Soper, an all-day John Zorn 60th birthday fest in the galleries, and presentations by Wordless Music at the Temple of Dendur.