I WAS NOT SURPRISED to discover that Lucy McKenzie’s retrospective prevails over the Museum Brandhorst’s difficult basement level. The Glasgow-born, Brussels-based artist’s work, with its intense focus on interior design, set decor, and wall decoration, lends itself to the space’s idiosyncratic oversize atrium and narrow, tunnel-like galleries. Spanning the years 1997 to 2019, the works gathered in “Prime Suspect” are presented as docu-fictional “case studies” of twentieth-century artistic and cultural phenomena. The bulletin boards, mood boards, quodlibets, maps, murals,