Don't you ever just stare with your eyes open without actually looking at something? (Try not to do this while driving..)
I remember listening to the radio - when I actually listened - in two situations.
One was at a friend's house in Riverdale in the Bronx - big house, big radio, big deal for me to be invited over. I don't remember actively listening before.. the whole family was listening to Sargent Preston of the Yukon and I did too. I presume I stared at the radio and at them intermittently.
Around then, when I was eight, we got a tv, and listened at home to the radio less. I still have that radio cabinet, which was tall and my father made shorter, and use it as a bookshelved cabinet even now.
Second time I really remember listening was when I was quarantined with scarlet fever and not allowed out of bed, except for bathroom trips, for two weeks. So I was lying down and listening to The Shadow (with Mercedes McCambridge's voice), and Mr. and Mrs. North, and Perry Mason.. I remember really liking the serials. That probably started me on a long life of liking crime fiction. I figure that I sometimes looked at the room, which I knew well, looked at it blankly I suppose, and sometimes had my eyes closed.