Huh that's odd. It should have counted it when you got each of the endings. You got 1a, 1b, 2a, and 2b?
I did--the first time I saw the alternate endings didn't unlock the art. Weirdly, I just fired up my saves at the ending choices and *that* unlocked the final art slots! It's at least the third time I've run through all the endings.
No clue why they didn't unlock the first time, but the completionist itch in the back of my head is now sated. And boy do I love me some behind-the-scenes art!
Thanks again for the amazing experience. The urge to launch into a protracted analysis of Dahlia is... it's a tempting one.