Culture Shock: Would you pay $100 for 25 Snapchats?

It’s a First World problem that is insignificant in the face of life’s major traumas, but a defining malady among those who have enough is the nagging disquiet of being without want – of wanting to want something. It’s a feeling unlikely to inspire much sympathy when you consider global disasters and inequalities, but, still, it produces a great deal of angst. Take away hunger and need and what you’re left with is a space for vague and objectless desire.

Add the internet for instant access to anything you could think of lusting after, from illicit prescription drugs to that rare piece of vinyl you remember from your salad days, and there's a gap like the one Patrick Kavanagh described in Advent, written in the 1940s, when austerity really meant something: "We have tested and tasted too much, lover – / Through a chink too wide there comes in no wonder." Now you can buy costly detox products to help with fasting, and, for those with enough money, self-denial is a lifestyle choice, via expensive retreats.

So when the Walker Arts Center, in Minneapolis, launched "Intangibles" (shop.walkerart.org), selling things with no physical presence, was it a cynical ploy to feed that existentialist need to need, or does it reveal something about the parts of us that only art can reach?

Intangibles includes the American photographer Alec Soth's Disappear With Me, a series of Snapchat images that vanish from your phone almost as soon as you receive them ($100 for 25 – and now sold out), and the musician and writer Claire Evans's FutureAbstract (just $5.99). This involves a short online quiz, after which Evans will send you a PDF, based on her readings of science fiction, tailored to your particular futurist neuroses.

For $2,500 the film-maker Sam Green will create a movie for you, and screen it just once. But when you read that the screening "will be for the buyer and one guest only and will not be documented in any way other than that the buyer will receive a framed certificate stating that he or she is the owner of the memory of the experience", it does begin to seem like art for people who have far too much money and way too little imagination.

On the other hand that's a pretty fair summation of everything that's wrong with the art market: brand names instead of artists, selling "product" – rather than individual art works that reach into the deepest parts of our souls – to people who want the security of buying a name that other people have heard of. I can't think of another reason to want a Jeff Koons or anything Damien Hirst has made recently.

For those who realise that the price tags attached to what turns up in the marketplace are the least valuable part of the art world, The Untold Want, just concluded at the Royal Hibernian Academy. The ineffable desire to desire haunted the exhibition in a way that made me realise how much the instant accessibility of everything has impoverished our lives.

The exhibition, which showed the work of 15 artists, including Vija Celmins, Robert Gober, Félix González-Torres, Mary McIntyre, Nan Goldin, Vivienne Dick and Dorothy Cross, was curated around the work of the Irish artist William McKeown, who died, aged 49, in 2011, and was prefaced by a fragment by Walt Whitman that McKeown was fond of quoting: "The untold want, by life and land ne'er granted / Now, Voyager, sail though forth, to seek and find." McKeown's delicate, spare paintings carry a sense of vulnerability, and a yearning to grasp what can't be touched or held.

Deceptively gentle, the exhibition had a cumulative strength. Robert Gober's Untitled (1977), a composition typical of that artist, included a drain sunk into the gallery floor, on top of which was a small cast-plastic child's chair, topped again by a gaily floral box of tissues. It spoke of small tragedies, with enough tears to swamp the drains and then disappear to mingle in the sewers. The lack of obvious narrative gave the work the capacity to touch on all the untold wants you have ever felt.

Nearby, twin stacks of paper carried a pair of messages: "Nowhere better than this place"; "Somewhere better than this place". They were free to take away. Which of the piles in Félix González-Torres's Untitled (1989-90) would shrink fastest? I imagine they went down at the same rate. Stay put or continue to search: who can really choose between the two? No wonder we remain caught in the middle. This was one of the works the artist made in order to, as he put it in a 1993 interview with Tim Rollins, disappear completely. "It was also about trying to be a threat to the art-marketing system, and also, to be really honest, it was about being generous to a certain extent. I wanted people to have my work."

In a world supersaturated by commercial agendas, there's a vital point to the seemingly pointless. Art shouldn't be ignored until someone decides they want to pay an insane amount of money for it, or is proved to boost tourism, and not everything can be commodified. Galleries are still free to visit, and sometimes they can even give us back what Kavanagh was looking for in Advent: "the newness that was in every stale thing". Now that's something worth wanting.