EDIT It comes down to the meaning of the word "refer" in your test question, which asked, "What does the word 'these' refer to?".
If the question is interpreted as asking for "these [what]", where you need to supply the [what], then the question is asking for a modifier as @deadrat noted in comments. In this case, the appropriate answer would be media. [Similar example: in the phrase "green grass and blue sky", the word 'green' refers to the grass].
On the other hand, if the question is interpreted as asking you to replace the word these with other words from the paragraph, then the question is asking for the antecedent to the anaphor, namely, "television and movies". [Similar example: in the sentence "Annie walked her dog.", the word 'her' refers to Annie, not the dog.]
The 'correct' answer would depend on what refer is asking for. If this is not implicitly or explicitly stated in the broader context of the test, then there is a case for both answers to be considered correct, with the anaphor interpretation arguably the stronger case.
Technically, both are correct. You say these refers to "television and movies", while your comments under your question indicate that your teacher says it refers to "media".
In the immediate phrase these media, these refers syntactically to media. However, the first sentence also specifies the specific media under discussion in the context of the paragraph, so television and movies are the specific media referred to by these (i.e. not novels, paintings, etc).