probably most of the times perfumes are unrelated to specific movements of the period, though great perfumers did have an intent and a style. I think that Cellier clearly wanted something unconventional, bright colors, excitement, though she wasn't probably thinking about Matisse or German expressionists.
And somehow I also think that chypres seem to go well with art deco, but that's probably just my impression.
but I think that sometimes there was an intent to link to artistic movements of the period. For instance, Geza Schoen and the like are clearly making perfumes that are the exact equivalent of minimalism (eg the helmut lang, which also fit the aesthetic of the brand).
As an aside, I recently saw and got a perfume at the New Museum in NYC, commissioned by the Japanese Pritzker prize winning firm SANAA, which wanted a perfume corresponding to its architectural style. The perfume is called translucence, corresponding to said aesthetic. Funnily, it's a modern bright floral with a fun fresh celery note.
As for vorticism and futurism, how about dynamic perfumes like Feu d'Issey or Breath of God: every time one smells, there's something new popping up.