A few points that come to mind:
* actors move on to new roles frequently, while a musician's persona often sticks with them for most of their career
* films and novels have an explicit designation of "autobiographical" when the artist is telling their own story
* in music the line isn't always so clear, but I think most people expect that to some extent the songwriter is telling a personal story
* not all musicians even write their own music / lyrics but people still associate the message of the story with the performer
You raised a really interesting aspect of the discussion, thanks for your thought provoking comment!
At the same time, no one is suggesting Matthew Weiner is a mysoginist because of his portrayal of men and women in Mad Men.
However, my favorite songs (i.e., the ones that speak to me) have been played several hundred times (and that's only based on iTunes metadata).
Films dazzle our minds. Music sings to your soul.
In music we seem less able to separate the story from the artist than for other artistic mediums. Is it because many rappers maintain a public persona which is in line with that presented in the albums (even though it's not in line with the way they really are), or is it because music is still generally considered to be primarily about raw entertainment, rather than storytelling? It's interesting.