Happens to me on a pretty constant basis. Not every listening session, but quite often. And even the listening sessions where it doesn't happen, are still extremely rewarding.
The vast majority of the music I listen to*, is not conducive to casual listening, or as background music, or while I am multitasking. So. almost all of my listening (unless I am researching new music online) is active listening.
*due to its high levels of complexity, instrumental interplay, sophisticated arrangements, atonality, long form pieces/songs, emotional and/or intellectual content.