Why should paintings be expensive anyway?
Sure, paintings can be very valuable when you find the right buyer, but generally paintings have very low black market value. It's not like you can just sell paintings to anybody, even outside the prison. You can only get a good price with the right buyer.
Though I'd like to see a film with a prison economy where instead of trading cigarettes, the prisoners are constantly trading antique paintings.
I can imagine having specific quests where you can sell stolen paintings for high value, but generally they should have a pretty crap sell price.
I feel that there is a need to introduce crafting to the prison to make up for the lack of decent loot, but this won't help when you need to buy a skill book.