That freedom that Picasso afforded himself, to be an artist in a huge number of ways, seems to be a huge psychological liberation.
People will have an altered idea of who you are unless they really take time to get to know you, which of course they don't. They just get what they see, and they take that to the bank.
If you write fiction, you're by yourself. There are certain advantages to that in that you don't have to explain anything to anybody. But when you get in with others who share the loneliness of the whole enterprise, you're not lonely anymore.