The sound magnetism are not consider as matter beacause it exist in the form of wave not objects any thing which occupy space is called matter but this does not occupy space
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Because all three types you mentioned are the forms of energy which has no dimensions.And matter is anything that occupies space has mass and can be perceived by our six senses and of course has dimensions. Heat ,Magnetism and Sound are the form energy which creates a wave motion in matter .In other words these forms of energies affects the matter but themselves they not  are matter. I hope you understand.
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