There is much more emotional attachment to the paper book than there is to the CD or the DVD. It is not logical — it’s visceral.
Actually, it is logical. (It might not matter to you, but the different response is totally logical.) You don’t sit across the room from a book; you interact with it—hold it, look at it, turn the pages, etc. A book is not just visual; it’s also tactile + olfactory (old book smell!) + a little bit aural (think: sound of the pages turning). You don’t interact with music and movie media in the same way. You listen to music. You watch/listen to movies. But you don’t smell or touch the medium while you’re watching or listening. You might not even be in the same room with the device delivering the movie or music. I started a post on this eons ago. I should finish it!