There’s a story often told about Pablo Picasso’s Guernica. In black and white and shades of grey, his monumental anti-war mural depicts the aftermath of the 1937 German and Italian bombing of the Basque town of Guernica, in support of Spain’s nationalists. As the legend goes, when a Nazi officer visited Picasso’s apartment in German-occupied Paris, he pointed to the mural. “Did you do that?” the Nazi asked. “No,” Picasso responded. “You did.” Less well known, certainly until this week, is the online literary magazine named after Picasso’s masterpiece. Guernica Magazine, which publishes work about “global art and politics,” suffered...