We can say which instruments an artist plays in a band on the member of relationship and we can say which instruments someone played on a particular release/recording, but there's no way of directly linking an artist to an instrument. You can probably guess which are their primary instruments by those relationships, but if the artist isn't in a group, doesn't have any releases/recordings yet or does, but we have no credits, that doesn't work.

What instrument(s) an artist plays often shows up in disambiguation comments, e.g. https://musicbrainz.org/search?query=comment%3A%28guitar+guitarist+piano+pianist+keyboard+keyboards+drums+drummer+bass+bassist+cello+cellist+violin+violinist+viola+saxophone+trumpet+tuba+trombone+harp+flute+flutist+flautist+clarinet+oboe+horn%29&type=artist&limit=100&method=advanced

They're included in the infobox on Wikipedia too - https://en.wikipedia.org/wiki/Template:Infobox_musical_artist#instrument (relevant Wikidata property: https://www.wikidata.org/wiki/Property:P1303 )

And of course, the instrument(s) is often one of the first things someone might mention when saying who someone is, e.g. Foo Bar is a pianist, so I think it would make sense for us to be able to link artists to instruments now that that's possible.

Like with what Wikipedia's infobox says, I would expect this to mean the primary instruments, not every single instrument they've ever used.