All these can't be compressed more than they already are, forcing any lossless (like zlib and brotli) compressor on them is just the loss of CPU time.
Try and compare.
Compression 101.
$ curl -sS http://www.exiv2.org/include/img_1771.jpg | wc -c
32764
$ curl -sS http://www.exiv2.org/include/img_1771.jpg | gzip -9 | wc -c
31323
PDF files can be even more compressible, at least ones that are text and layout as opposed to embedded images:
$ curl -sS http://www.polyu.edu.hk/iaee/files/pdf-sample.pdf | wc -c
7945
$ curl -sS http://www.polyu.edu.hk/iaee/files/pdf-sample.pdf | gzip -9 | wc -c
4336Those that want to deliver the videos or pictures should use the proper format and not depend on Brotli or zlib.