I like this idea, but I have found it to not work very well in practice. I would constantly get lost in lectures because the interesting new bits would kick off questions in my mind that needed to be resolved before it made sense for me to continue with more information. So I'd sit there exploring the new ideas—which was typically pretty beneficial—but then when I tuned back in I wouldn't know what they were talking about. When I get into that 'exploring mode' it tends to shut everything else out, so the 'simultaneously keeping up with the thread of the speech' isn't very doable, at least in my case.
Books are an intrinsically better format for this since the amount of time required to 'process' the new information will vary a lot from person to person, and you get complete control with books. I can't see any benefit to the lecture format aside from mass consumption—aside from question-asking, which I do think is vital, but it is typically under-used. Books + lots of questions to an expert seems ideal.