Well, they’re not; they’re set in an alternative timeline, mostly, which means it’s not really “medieval” in an easily-defined way. Heck, “medieval” is hard enough to define for real-life timelines, and any estimate of it lasts around 1000 years, give or take.
We call many fantasy novels “medieval” because they have swords and castles and people ride horses. But those things are not limited to the medieval period; fancy European castles didn’t exist for the first half of the medieval period, and stone forts of some kind have existed since antiquity, so they’re really not “medieval.” Swords existed for 4000 years before the medieval period and continue to exist to this day, so they’re not “medieval” either. Ditto horses.
So there’s things that you think of as “medieval” which aren’t medieval at all, and they show up in fantasy novels. I wouldn’t say that makes those fantasy novels set in medieval times.
And lots of fantasy novels don’t use that setting at all. Lord of the Rings and Song of Ice & Fire are pretty “medieval-ish,” as are the Arthurian legends of course, but most of the other very-popular fantasy novels are not – Harry Potter is contemporary, Alice in Wonderland is Victorian, 1001 Nights is indefinite and only maybe “medieval,” Narnia is mid-century.
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