Perhaps. But there are many terms you could attach to "seeing the world in a different way" as easily as "challenge". If seeing the world differently is the purpose then one should say that.
I agree with others that the notion that art is supposed to "challenge" has been adopted as an excuse to inject sociology and politics into art. Which wouldn't be so bad except that that's often all you get from it, with no actual art. Art isn't to be understood intellectually. It's to be felt, and to be seen from a different point of view. It's to have an experience that isn't your own, but one somebody else has given you.
You can find politics in just about any Art. It’s hard not to. As for your intellect/emotions dichotomy. That’s as old as the wind. It obviously should challenge both heart and mind.