No, they don't specifically review movies, books, or songs. But they will put pictures of movies that may be similar to current popular entertainment (remember that Harry Potter-like photo years back?). For them to say that "no one is authorized to ban" stuff? Ah, but again, what's important here is what is NOT said. They may not say it's banned, but they will say 'A wise Christian does not entertain himself with films that depict violence, immorality, or spiritism.' The difference between that and banning it is very thin indeed.
Also, this sort of ignores the whole Sparlock video, doesn't it? Clearly Caleb was shown, uh, oh wait, no scriptural principle at all to explain why his toy made Jehovah sad. Only that "magic is bad and that's why Jehovah hates it." But toys can't practice magic, they're inanimate objects. The toy wasn't actually magical, unless you consider the manufacture of plastic toys to be a form of magic, what with it being beyond your accepted use of technology if it's not serving 'Kingdom interests'.
Again, it suggests that individual JWs are making their own decisions, completely autonomous of Watchtower influence or statements. It's a pattern that repeats itself often in Watchtower literature--they give you the rules and innuendos that form unstated rules, and then divorce themselves from any responsibility for it (publicly), while privately going into your bedroom and sorting through your stuff, both metaphorically and literally in some cases.
--sd-7