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Of course you can experience media like music, games, movies etc.
However, I perhaps personally wouldn't call a sports game or a game that is only aimed to be fun an experience assuming that an experience is something that is more profound and complex with a message and meaning. Then again, another person would maybe call such a work aimed to be fun also an experience, and there would be nothing wrong with that.

And how can one know that Marvel didn't ever say "experience" about their movies? Only IF someone has read and watched ALL of their interviews ever released could say that.