Well when you finish a game and unlock a new art style, people will take it as a funny feature, yo finished the game so it doesn't matter if you play around with it now (same for other cheats like big heads, invincible, human made weapons sounds, etc)
But if you let the player choose from the beginning, it feels like "oh they didn't know what style looked the best" and it will destroy the atmosphere of the game when you play it for the first time.
So yeah, stick with one art style in this case (as all are the same - cellshading) and the 3rd one is the best i think, except i would light up the bright side a bit.