Hmm, good question. I'm biased, but it seems writers can do pretty much whatever they want, wheras musicians and composers have to conform much more to the rules. I'll give you a personal example.
I listen to a modest amount of classical, and a great example of defying expectation is the Blue Danube by Johann Strauss. Near the very end, the music swells and builds to its final climax, and you just know in your mind that it's going to finish with a bum, ba-dum bum, your mind is pre-prepared for it, because that's what happened earlier in the song, and that's what classical convention dictates. And yet just before the badum bum, the music goes dead silent for a few interminable seconds, like someone switched off the radio. Then they fart around with the flutes and light instruments for a horrifying 30 seconds, a mockery of what the song was building up to, then it half heartedly tries for something resembling a climax before finally finishing.
To be frank, it's a fucking awful ending, one of the worst I've ever heard Such was my disgust after a few listenings that I used Audacity to edit my own version of the Danube to make it end the way I thought it should end.
And that's sort of the perfect answer to your question, isn't it? When the artist didn't conform to expectation, I actually changed his work to make it the way I thought it should be. So not conforming can really alienate your audience in some cases. There's taking new angles on things, and then there's just ruining your work. Pays to be careful.

Hope that wasn't too long winded ^^"

Yeah, that's pretty much what I was thinking along the lines of - That if an artist messes with expectation too much (or in a certain way), it could turn people off. Especially if it's a commissioned work! But on the other hand, if an artistic work doesn't surprise us it could come across as dull or repetitive. Hmm hmm!

I suspect it's kind of the inverse of the uncanny valley, where something EXACTLY like we expect is too mundane, something nothing like what we expect just becomes dissonant/nonsensical rubbish, but there's something juuust different enough where it's really neat.

That's not to say people have never gotten rich off a single red swatch across a canvas, or off music that sounds like noise. There are conventions, and as has been said before, sometimes you need to know what the rules are before you can break them.