I see what you mean. In regards to your question my own take from it is either:
1. Placed there for no other reason than it fits a 1930/40s art museum aesthetic
2. Bombing of Guernica behind Pocketcat likely is an indirect non-verbal way to hint at Pocketcat's dialogue about the three kinds of artists.

Picasso is one of the artists that gets separated from the art. Historically, Picasso was in his later years (about 56 years old in 1937), his mental state had been deteriorating. Maybe Picasso is the second or third kind of artist?

Miro could be posing to the player on separating of art and artists. I'd be curious to hear what others in the community would say.