I am not familiar with Nietzsche's concept of monological art, but purely on the basis of the question, I find it either obscure or patently absurd. If anything, an overreaction to Wagner's overweening, manifesto-laden, monarch-funded Gesamkunstwerk.
Obviously art is a form of communication, the mediation of a nascent community, with the proviso that this need not be entirely interpersonal communication. Both the abstract art of middle modernism and the anonymous Church art of the Middle Ages strain to transcend mere public discourse or "address" conforming to audience. The ostensible "witness" may be God or History, though the eyes and ears are human.
With the waning of ancient "aura" techne and poesis are swept up almost unavoidably into the commodity system, and I would certainly agree with Hegel that there is little possibility at present that "art" itself can still act as the organizational basis of a society. But Hegel's famous obituary may have been premature, given the many forms of imaginative "reflection" and "recognition" art has been able to assume since his day, particularly in formal abstraction and "conceptual" art. (Not that Hegel would have been anything other than appalled--here was an "audience member" who ignored Beethoven and admire Rossini!)
In my own view,"art" is something that exists to a greater or lesser degree in every artifact meant to be observed in itself, and nears the Kantian ideal of a pure purposiveness or reflected end-in-itself in those otherwise purposeless "artworks" most saturated with this strange, inconclusive intention.
I really do not know what it would mean for an artwork to eschew an "audience." If it does not transmit and circulate some sort of life-force or Geist-stuff, for lack of a better word, it is a dead object, dead as a pile of overproduced, unsold commodities. It is also hard for me to see how video games or mocked-up satanic rituals carry any higher artistic purpose than "I'm-like-She's-like..." cell-phone chatter.
While the problems of audience and "integrity" are many, and never entirely resolvable, I cannot see what could communicate itself through matter and senses as "art" without some intended audience or historical witness... its enabling constraint. The idea of "monological art" sounds as self-contradictory as Wittgenstein's private language or the aspiration to become a talented solitaire player.