Is the wife sinful if she does not sit with her husband who watches movies and listens to music, despite her advising him and his not responding?

As long as you do not partake with your husband in watching the forbidden, and you have fulfilled your duty of admonition, then there is no sin upon you. For a person is held accountable for their own actions, not for the actions of others, as Allah says: "Every soul, for what it has earned, is pledged," and "Every soul, for what it has earned, will be detained." And the Hadith states: "Behold, no offender offends but against himself." What is required of you is to make clear the truth and to advise, and after that, it is only your own actions that matter, as Allah says: "And no bearer of burdens will bear the burden of another." We advise you to continue admonishing him with gentleness and wisdom.