The biggest joke about "conceptual" art is that it's a genre with no underlying concepts. To generalise, Classical art was always about still life, moving life, Bible scenes etc. Impressionism was the same but blurrier. Surrealism and Abstract Art are all about the workings of the human mind. Pop Art is designed to reflect popular culture. And Conceptualism? Any ******** you like. Without discipline and without framework, you can't claim to be an artist.
The Turner Prize is awarded for completely repudiating Turner's legacy and flicking the V at society in general and calling it art. To award it to a painter is unusual because it's a wee bit more difficult to do it through that medium.