Basically all of the artists were told they would be participating in a nonpartisan event to celebrate America’s 250th anniversary.

Then, they learned that Trump would be opening the event with a speech and they realized that rather than being nonpartisan, Trump was going to try to make the thing into a Trump rally that was funded by taxpayers.

Basically if you look at which artists are willing to work with Trump, it’s the has-beens, the never-weres, and the praise-Hitlers. No sane artist wants to appear to support him at this point.