I think "art" here is mainly intended to call attention to the fact that practical rationality's not a collection of facts or techniques but something that has to be drilled in through deliberate long-term practice: otherwise we'd end up with a lot of people that can quote the definitions of every cognitive bias in the literature and some we invented, but can't actually recognize when they show up in their lives. (YMMV on whether or not we've succeeded in that respect.)

Some of the early posts during the Overcoming Bias era talk about rationality using a martial arts metaphor. There's an old saying in that field that the art is 80% conditioning and 20% technique; I think something similar applies here. Or at least should.

(As an aside, I think most people who aren't artists -- martial or otherwise -- greatly overstate the role of talent and aesthetic invention in them, and greatly underestimate the role of practice. Even things like painting aren't anywhere close to pure aesthetics.)