“Paul Klee: Other Possible Worlds” at the Jewish Museum is one of the rare art events that can literally be called revelatory. As we learn from its accompanying catalog, it is the first survey the artist has had in a New York museum in decades. Almost as significant, it is the first in this country to focus primarily on his late work. These are pictures done in the later 1930s when Klee, living in his native Switzerland after a professional life spent largely in Germany and gravely ill with the then-incurable disease scleroderma—he would die in 1940 at sixty—developed a new and bolder approach to making images.…