Actually, I find this analogy to be exactly right. He's not saying that people are getting prints of original paintings for free. He's saying that the get to "experience" the paintings in an art gallery for free (like listening to a song on the radio).
Now, some believe (as I do) that most people who download MP3's for free are (in their own head) listening to the radio. These are people who would normally never buy but download just because they want to hear it and see what's what. As a musician, you can disagree with this attitude and scream "theif!" if you like, but you do so at your own peril.