If you're speaking solely about entertainment, then radio was actually fairly unique. Before radio, while you could reach large audiences with newspapers, books, etc. you could not reach as large an audience simultaneously. It actually took a while before people started to realise the entertainment and advertisement potential of radio, as initially it was mostly used for information.

I can't remember the book, but there was an anecdote regarding the first American radio station that wanted to play music, advertise, and have radio plays; the licensing board was so confused by this that rather than come up with a new classification they considered the effort another kind of experiment and so just licensed the station as a radio experimenting station.

At the time radio came along, in-home entertainment consisted of reading, talking, dancing, playing music, playing games, doing "social chores" (think quilting bees) or listening to a phonograph. Given finite time, radio replaced some or all of these to some extent, depending on the household. Only the last of these, the phonograph, was a "mass" technology. As noted above, radio was unique in its ability to reach a large audience with live programming.

There is no neat chain of technologies stretching back to prehistory, one replacing another. First, define "technology" Second, all the non-radio entertainments listed above still exist today in one form or another. Browsing the web, for example, is mostly reading. We still talk and play music. And we still listen to the radio (or Spotify, or iTunes, etc.)

Sheet music used to sell well as more people would play instruments for their own and their families pleasure.