I can't speak for all the arts (I can't paint or act for my life), but at least in music, emotion clarifies knowledge by guiding the player of the piece to create, and know a message. Emotions (hopefully) also allows the listener to receive and understand that message, and maybe make their own story off of the art.
For the artist, in this case, the instrument player or singer, knowing the context that the composer wrote in, the emotions they may have been feeling, helps form an idea as to what the compose perhaps intended to be converyed through their work. For example, Shostakovich's String Quartet No.8 was dedicated to the "victims of facism and war." Shostakovich had also just found out he had Amyotrophic Laterol Sclerosis (ALS), and reluctantly joined the communist party of the USSR (with which he had a difficult relationship). Realizing the emotions he must have felt (Fear, sadness, maybe anger) helps clarify for the player how they should play the music. With the first movement, there's supposed to be an auro of eeriness and sadness, a sense that something bad has just happen, with perhaps worse to come. In the third movement, there are several points where there are suddent, harsh, discordant chords. These are supposed to represent his fear that the KGB would come knocking on his door to take him away. Knowing of the fear, these chords are loud, ferocious, and heavy, representing a power to be terrified of. There are guides within the music (dynamics, tempo, stylistic markings) as well, but empathizing with the emotions adds to the musicality of the piece, making it so much more than just the notes.
If the players can pull it off, the audience uses the emotions they feel to either create their own story, or (if they, like the players, know the context) color the story they have heard. Sometimes the emotions can come back to the composer and clarify their own knowledge of their piece. To use Shostakovich and String Quartet No. 8: Apparently, in 1962, the Borodin String Quartet performed this for Shostakovich, hoping he would provide some criticism. Instead, he was so overwhelmed by the realization of his most personal feelings, he buried his head in his hands and wept.
Like a fellow musician, I can understand how emotions are needed to deliver the powerful messages of songs. In fact i believe that in terms of music, emotions is something you must have. The things that makes music fun are the emotions we feel when we listen to them. For example, Adele's Hello and Pharrell's Happy are songs that are popular. Why? Because they have powerful emotions like sad and happy respectively. When we members of a band or orchestra play a piece, we need to deliver the same style, which means the same emotions. If we don't then the message behind the song will not be portrayed causing the song's value to be weak. Therefore, the emotions is essential for a song or any form of the arts to clearly communicate their knowledge.
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