The first issue here is definitional. All types of communication are media. One can imagine, for example, reading a play, seeing a live performance of a play, watching a film of a play in a movie theater, playing a DVD, or live streaming a play to a computer or tablet. All of these are media.
Each type of medium has its own advantages. Print, for example, allows for quiet, reflexive concentration, deeply engaging with the content of a work. Live performance can be a deeply communal experience, with the interaction of performer and audience creating emotional depth. Large screens and surround sound can enhance the visual and aural aesthetics of certain films. Live streaming can be a cheap and convenient way of relaxing, although it does not allow for the sort of concentration necessary for appreciating complex works.