Not at all. It can not be said that it is only an art. usage of a specific basis set for studying a system needs one to know about basis set. Also, people who try to use different basis sets , for instance for HB, and report their results as benchmark, do not do a blind action.
All Art rests on a base of solid technical skills, which in our line of work is knowing how to properly converge your basis. The Art is knowing when you are done.
A basis is just a basis, it is a mathematical entity which attempts to span some relevant Hilbert space. In practice the basis has to be finite, which means that we need to select some suitable subspae and then truncate that, which is an approximation (well, two actually). Approximations are always a question of "what can I get away with" and knowing that is the Art of this business.