Measuring brain activity is certainly possible but brings all sorts of challenges, rendering this kind of approach far less direct than it may seem on the surface.

However your thoughts about expectations are very much supported by a fMRI study (Kirk et al. Neuroimage 2009, direct link to PDF ) manipulating participants' expectations about artistic images with the following instructions:

There are two types of paintings. 50% of the paintings have been borrowed from the Louisiana Museum of Modern Art (Copenhagen, Denmark). The other 50% have been generated by the experimenter by means of a computer program (Photoshop)

Paintings were randomly assigned to these two conditions for each participant, and ratings of aesthetic quality were obtained for each painting as well. Instructions modulated brain activity: the same artistic images evoke different responses in prefrontal/orbitofrontal cortex depending on participants' expectations, and the same images received higher aesthetic ratings if the participant believed they came from a prestigious museum.

The authors also correlated brain activity with the aesthetic ratings given to each image (collapsed over context). No regions were reliably modulated by aesthetic ratings, which should have been the case if there are some regions that are responsive to "artistic quality" detached from context.

Of course, plenty of potential problems with this study, perhaps the most salient to me being the use of entirely abstract artistic images and artistically naive participants. But it does highlight some of the challenges related to revealing information about aesthetics from brain activity.