No, not at all. When a person makes a video game, they are expecting tons of people to play it and be inspired by it and make fan art/fan creations, etc. No one is acting like it's their video game that they made. When you steal art, who is to say that artist wanted that art to be used in any way shape or form? Video games are specifically made to be interacted with, for people to use them and play them as they please. 

And if the artist never responds, move on with your life and just don't use their art.