Why? Why explain the context of your work?
The short answer:
Because if you don’t, somebody else will.
The long answer:
An artwork is typically the tip of an iceberg. It is like the punch line of a joke: it concentrates the energies of an existing context. Folk/Traditional/Folk/pop musicians typically don't have to explain their work, because their work usually sits in a context/history most people are familiar with. On the other hand, anybody doing conceptual/”avante-garde”/new work is usually trying to make a point in a different context. Perhaps he is even trying to invent a new context altogether. Such an artist naturally has to contend with people looking for things in his work that he was trying to leave out on purpose, and so on. --For instance, many modernist composers deliberately did not write harmony into their pieces, because they were trying to find musical structures ASIDE from harmony. Unless the listener understood the context ("I am trying to compose a new music without harmony") it is possible that the listener might think that the composer a) didn't know how to write harmony b) was joking, c) was insane, and so on. If you are an artist working in a new context, would you rather have a hand in making that context known, or would you rather hope and pray that somebody else does that task correctly?