Taking the most enjoyable movie I have seen in my life, and taking the most enjoyable experience with a game that I ever had, I would say that games take me deeper than movies.
Games are definedly an artform, yes, they serve different purpose from movies, poetry, paintings, but I wouldn't compare them all together anyway, a painting can never achieve what a movie can, but movie can't achieve what a poem can, and poem can never achieve what a game can.
It is interactive, and it has a set of rules (or boundaries if you will) but does it lessen the effort to made in the game? Does it lessen the artistic view of the developers? No.
The same boundaries and group effort can be found in movies and theater too, boundaries where they can't do everything imagination can, and there are different parts that make up the whole. So what I think is, that if you don't consider game to be art, then you are fool to consider any other modern media as an art.