it could be photography, drawing, painting, etc.

I know JB from Got7 is really into photography. He had his own exhibit a while back. 

I'm not sure about anyone else tbh. 

Taehyung aka V from BTS is into photography 

here you can see some of his photos https://onehallyu.com/topic/526660-personal-photo-collection-by-kim-taehyung-aka-vvvante/

Into ARTS? Yes You looking for BIGBANG TOP and G-DRAGON . They both well know among popular artists and owned rare pieces of valuable art too.

Here some pics of them with popular artists.

It also said Seunghyun (TOP) comes from a family of artists but he is also related to Kim Whanki. His maternal grandfather is Kim Whanki's nephew. 

http://koreajoongangdaily.joins.com/news/article/article.aspx?aid=3000602

TOP also curated Sotheby  Hong Kong  auction  in 2016 with a highest rate.

https://www.artsy.net/article/artsy-editorial-k-pop-star-t-o-p-helped-sotheby-s-break-records-in-hong-kong-this-week

http://www.sothebys.com/en/news-video/blogs/all-blogs/eye-on-asia/2016/07/korean-superstar-top-curates.html

https://edition.cnn.com/style/article/t-o-p-tttop-sothebys/index.html

http://www.larryslist.com/artmarket/the-talks/the-bigbang-for-art-an-exclusive-interview-with-korean-pop-sensation-t-o-p/

You can check some of the pieces owned by GD

https://www.allkpop.com/article/2017/02/33-million-usd-and-more-jaw-dropping-prices-of-the-artwork-owned-by-g-dragon-revealed

They both also collect Furniture pieces too