ANN software like Dall-E can now create artworks and designs, which if not immediately usable, can serve as concept art (example below). So the question, who owns these artworks? As I understand they are amalgamation of all the data found online, so the AI works similar to real artist taking ideas. What if one takes entire dataset and uses it to auto-generate artworks dynamically, i.e. for a rogue-like, where Darth Vader vs Jesus battle on Mars is possible?

Yes. But the human brain is a neural network too, which uses existing art to produce the new one. I think AI can do that too, even if by sole randomness or by a feedback loop re-iterating on somebody else's ideas. I.e. modern architecture based of the ancient greek one.