Subjective (like Romantic or expressionist) art art tends to deform realist representations of objects (people, things, or situations) according to subjective emotions (Delacroix, Munch), ideologies, sub-conscious desires (Daly), or thoughts (Picasso's "Guernica," a protest against war).  In other words, it projects what is inside the subject of the gaze onto a representation of the object of the gaze. 

This projection and deformation put into question the objectivity of the painting's representation of external reality in terms of a subjective representation ("expression") of internal reality that some, like the Romantics, felt to be more real.  They create the illusion of a hidden (invisible) mental reality that hides behind all deceptive representations of the exterior world, just as "Las Meninsas" creates the illusion of a hidden authority, the kings, that hides behind but makes possible all actions in the external world. 

More rigorously, however, one should say that both the viewed object and the viewing subject are artificially constructed by the painting. "The Cry" not only constructs artificially a dream-like exterior world, the landscape and road, it also constructs artificially a fictional subject, the painter, whose emotion, fear, has been projected onto these representations of the external world and deforms them.