Music offers the right combination of providing structure while granting enough freedom to form our own interpretations of meaning. These interpretations resonate at a very base emotional level - something modern society tells us to "keep a lid on", in almost every other context. And our interpretations can change from day-to-day, or over time. That prevents boredom. Good music also hits the right centers of our brain to release dopamine so we feel then need to come back for more.
Watching a movies, you’re too passive of an observer. Once you reach the end, 99% of movies lose all rewatch value. Once I know what happened, I don’t need to watch it again. I can count on my hands (out of thousands) the shows / movies that have any rewatch value, and even then the rewatches have to be spaced out (at least a year).