One answer is simply that they are being disingenuous. No doubt some pundits are: it's pretty hard to think, as Darren Grimes claims he does, that you are being 'sidelined by [the] mainstream media' when you keep appearing on TV. Another answer is that this is ideological: that the modern right thrives on conspiratorial thinking. There is probably some truth to both of these ideas. But I don't think this is all that is going on. Even if we allowed for the existence of some straight forward charlatans, their ideas wouldn't have much mass appeal if they didn't speak to some aspect of lived experience. This is where effective propaganda tends to start.
Part of what is going on, I'd suggest, is the prevalence of progressive attitudes in certain parts of mass culture, specifically advertising and entertainment. This is firstly about economics. Brands tend to focus a disproportionate amount of their advertising effort on younger people. There are a number of reasons for this. Firstly, this is because they are newer consumers with less existing brand loyalty, so there is more of a prize for capturing them as loyal customers. Secondly, they play a larger role in influencing the behaviour of consumers more generally: young adults tend to set trends, and tend to influence the consumption patterns of their parents more than the other way round. Associating your brand with youthfulness is pretty much universally appealing; middle age and elderliness less so.
This means large brands will tend to focus a disproportionate amount of effort marketing themselves to younger consumers, who tend to hold more progressive attitudes. In the last general election, for example, Burger King ran adverts parodying Vote Leave (a picture of a burger on buses with the caption 'Another Whopper on a the side of a bus!') and KFC also used anti-Tory sentiment as a brand boosting exercise. More recently, a number of brands have expressed solidarity with the BLM protests, including, notably, Yorkshire Tea and PG Tips, brands hardly known for their young consumer demographic. This is no new thing: this echoes how many brands responded to the youth movements of the late '60s, as shown in this famous Coca Cola ad from 1971 (right).
It's also the case that leading figures in pop culture, like actors, comedians, musicians, tend to be more progressive. I don't claim any great insight into why this is the case, but the trend does seem undeniable. This too, is no new thing: think how many American musicians were associated, loosely or more closely, with the civil rights movement and opposition to the Vietnam war. Academia does also skew somewhat leftwards, but this is a much less constant phenomenon, and probably has a lot to do with the right's mobilisation of anti-intellectual sentiment and the gradual increased prominence of US GOP-style anti-scientific thinking in the conservative mainstream (a number of leading figures in Vote Leave have dabbled in climate change skepticism, e.g Daniel Hannan, Douglas Carswell).
Finally, social media usage tends to skew towards younger (and generally more progressive) users. While this is most true of Snapchat and Instagram, crucially, it is true too of Twitter, which is the social media site most closely associated with political expression (figures shown below for 2019).
This skew within particular areas of popular culture might go some way to explaining why Conservatives claim to be marginalised. This is not to say they are correct in doing so: associations of brands and pop icons don't translate into power in the way that dominance of the tabloid press or holding parliamentary majorities and controlling the executive do. But it can root an angst, however irrational, in a major part of lived experience.