Yep, that's art.
The bandages definitely were disturbing, and one of the things I think of when I think "sometimes beauty isn't pretty". Sometimes it's disturbing. That's been the basis of a lot of Bowie's art most of his career.
"Black Star" had many disturbing elements, like all of the videos. I saw it as the end of the story of "Major Tom", but with the Bowie surreal touch: At first I took the spacesuit literally, but then later the woman opens the helmet and there's a jewel-encrusted skull inside. Or maybe a lot of time had passed.
You could lose hours trying to interpret Bowie, and still not understand.