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You can find collectors among the other print media but there needs to be some cult of personality at work to increase the interest in any one publication.
Age is a factor as antiquarian bookshops attest. They often sell antique magazines, pamphlets and posters along with the books. And I have seen newspapers but you'd have to have a good basement and a patient partner to keep them long enough to become collectable.
Newspapers are more of interest to historians, researchers, and Barbier enthusiasts (in those art/icles on the founder of art deco) than to collectors.
Of course one could collect a writer or illustrator, a photographer, who worked in newspapers but it would be easier to collect magazines and journals with their featured writers than searching through old newsprint for a byline.
Special interest magazines lend themselves to certain art styles. There's artists like Norman Rockwell whose work is tied to an editorial imperative for catchy covers with heartwarming themes but many other artists found steady commercial work in monthly publications. While one could collect gazettes by their contributors, the more common collection is a complete run of one publication.
Some forms of narrative are, by their nature, ephemeral; you really had to be there. It is entertainment that can only be echoed in ticket stubs and souvenirs.As time goes on there are many more ways of 'preserving the moment for posterity' though, unfortunately, there are films and television programs for which there are no surviving copies and recordings that are exceedingly rare. This, naturally, only makes them more attractive to the collector.