The Windows tool has its own idea of what a "system" is--which can be confusing or inconvenient and is one reason some people use other tools.
I'd think by definition a "system backup" would not include partitions that are not part of the "system". Your HDD with the media files is likely not part of your "system". If it is included in your backup, I'd guess that it was added by a separate and deliberate choice you made.
For comfort's sake, I would make occasional backups of data files by ordinary methods---drag and drop---completely outside of Windows Backup and Restore.
You have to be comfortable with your backup tools and know what they are doing. If it's unclear to you, it will be trouble sooner or later.
With other imaging tools, there is little doubt what you are backing up--you must choose on a partition basis, with no confusion.