The Gallery/Show business provides two things: 1. Reputation/trust (especially for younger artists) 2. Reach to potential collectors The validation required to spend $5,000 vs $1,000 on a work is purely intangible, a reputable gallery and it's experts can make that difference. In terms of an artist selling to the market directly, you have to be a Damien Hirst, or similar, to have the brand in the market to support a direct sales infrastructure.