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When the media module that is part of the the Drupal 8+ core is installed, we expect that the default media entity types, [Document, Image, Audio file (local), Video file (local), Remote video ] get created automatically, so they are available when creating a new media field. But, that is the case when we are using the standard profile installation, as you can read here:

When using a distribution, to install Drupal, the media module installation will not create the default bundles, so you will need the following steps to create them, using configuration management, if you don’t want to create them manually:

Copy all the yml files that contain the media word in their name from core/profiles/standard/optional to the folder where you hav the yml config files of your projects.
Import the configuration in your site, from the UI /admin/config/development/configuration or running drush cim

d:["locale","fr","d"] e:["slug","media","d"] 14:[]

#Media

Drupal 8+ media module does not create the default bundles (Media Types) after installation