Is Exit Through The Gift Shop real? Yes.
They - the companies that scrawl giant slogans across buildings and buses trying to make us feel inadequate unless we buy their staff - expect to be able to shout their message in your face from every surface but you're never allowed to answer back. Well, they started the fight and the wall is the weapon of choice to hit them back.
A lot of people never use their initiative because no-one told them to.