A performance artist from Luxembourg managed to turn a few scrawled lines of washable spray chalk into a night in jail during Art Basel Miami Beach—an outcome he claims was both unexpected and meaningful.

Thomas Iser was arrested last week after spray-painting the words “Sorry to disturb, art in progress,” in exaggerated graffiti-style lettering, on a window of the Miami Beach Convention Center during the United States’ largest art fair. He then invited his three-year-old daughter to add her own marks with a chalk pen. Police charged Iser with criminal mischief, a misdemeanor.

Iser later told the Miami New Times that he knew an arrest was likely, though he said he was surprised officers “handcuffed [him] immediately,” and did so in front of his daughter. He has staged similar interventions around the world and has been detained for them before, which makes his stated assumption—that American police would wait for a more convenient or decorous moment—more than a little curious. In a video posted to Instagram, Iser said the child’s mother was filming the performance “a few meters away,” though when questioned, he told police he was alone with the child.

On Instagram, Iser framed the episode as “a performance ab...