Someone studying art history would need to study history as well because historical context matters in studying works of art. However, it is more about the development of art than purely history. The difference between an art program and an art history program is similar to the split in many English departments--you have a creative writing track and a literature track. One is focused on creating literature, the other is focused on studying the historical development of literature.

Having some history outside of the history department isn't all too unusual really, musicology (history of music) is in the music department as well as historical anthropology, historical linguistics, and other social science based history is in other departments. Most of these historical disciplines call for a fair amount of technical knowledge in some area in addition to work in the historical method. It's not that big of a deal though, within a college or university it's no real thing to hop across departments as a student, and often these classes are cross listed too.