When I’m paying close attention to the music, I tend to have my eyes closed and the lights dimmed. I think that by reducing other sensory inputs, my focus on the sound is heightened.
I am an amateur musician, and when I play guitar, it is often with my eyes closed. I find that I can “visualize“ the fretboard better with my fingers than with my eyes. I think something similar goes on when listening to music with my eyes closed. I can visualize the placement of the instruments, “feel” the bass player’s fingers sliding over the strings, etc.
It’s not quite synaesthetic, but close.