I think this is part of it; aside from basic system 1 stuff (like breathing) we're actually flipping between 2 or more things constantly. Sure I can listen to music while I go for a walk, but I spend 2 minutes getting set up before I start, and I slow down whenever I need to change anything.
This is actually related to one of my pet peeves. I hate when people say they are good at multi-tasking.
You aren't. Multitasking isn't real. You are just good at switching tasks.
I keep having this argument about multitasking not being a real thing but I'd love some concrete research to back it up. I get the sense that people just feel more productive when "multitasking" Rather than recognizing the true cost of constant context switching.