There are several simple ways to get the name of a file:

Using QUrl:

song, _ = QFileDialog.getOpenFileName(self, "Open Song", "~", "Sound Files (*.mp3 *.ogg *.wav *.m4a)")
print(song)
url = QUrl.fromLocalFile(song)
self.playlist.addMedia(QMediaContent(url))
your_statusbar.showMessage("now playing {}".format(url.fileName()))

Using QFileInfo:

song, _ = QFileDialog.getOpenFileName(self, "Open Song", "~", "Sound Files (*.mp3 *.ogg *.wav *.m4a)")
print(song)
url = QUrl.fromLocalFile(song)
self.playlist.addMedia(QMediaContent(url))
filename = QFileInfo(song).fileName()
your_statusbar.showMessage("now playing {}".format(filename))

Using pathlib:

song, _ = QFileDialog.getOpenFileName(self, "Open Song", "~", "Sound Files (*.mp3 *.ogg *.wav *.m4a)")
print(song)
url = QUrl.fromLocalFile(song)
self.playlist.addMedia(QMediaContent(url))

from pathlib import Path    

filename = Path(song).name
your_statusbar.showMessage("now playing {}".format(filename))

Using os:

song, _ = QFileDialog.getOpenFileName(self, "Open Song", "~", "Sound Files (*.mp3 *.ogg *.wav *.m4a)")
print(song)
url = QUrl.fromLocalFile(song)
self.playlist.addMedia(QMediaContent(url))

import os   

filename = song.rstrip(os.sep)
your_statusbar.showMessage("now playing {}".format(filename))

or:

song, _ = QFileDialog.getOpenFileName(self, "Open Song", "~", "Sound Files (*.mp3 *.ogg *.wav *.m4a)")
print(song)
url = QUrl.fromLocalFile(song)
self.playlist.addMedia(QMediaContent(url))

import os   

_ , filename = os.path.split(os.sep)
your_statusbar.showMessage("now playing {}".format(filename))