Newspaper x is Liberal (aka favors the Democrat Party). Television show y is Conservative (aka favors the Republican Party). Neither claims to be biased. Both claim to be party neutral. You could go back 210 years and change x to the Federalist Party (y would need to be another newspaper), but the result is that the media was even then run by people who have an interest in telling the story of their side. If you wanted to run for office, then you should start your own newspaper.
Everyone has beliefs. Those beliefs filter what information gets internalized. No one who reads this and disagrees with me will remember it. So why the pretense of objectivity? I think its because we so highly value objectivity. We all feel its better to strive to bring no biases to the table. However, I question the value of lying about our objectivity.