It's quite ironic, as he then became Prince Regent during George III's incapacity. And of course, as you have posted in other threads, he was very artistic, once he came into his own. Have you been to the Royal Pavillion at Brighton?
Prinny was quite artistic in a very similar way to King LudwigII of Bavaria, who built NeuSchwanstein. The Royal Pavillion in Brighton is just as over the top and was ridiculously expensive.