In The Art Of Computer Programming, one of the most influential and comprehensive series of books on the subject, Knuth uses a fictional assembly language called MIX in the examples. The reader does "just run the program in their head."

In Software Tools Brian Kernighan and P.J. Plauger describe a pseudo-language called RATFOR (Rational Fortran), and then throughout the book implement RATFOR in itself.

Getting feedback while learning to program has a lot of value, but so does learning to think through code in your head. People old enough to remember when you had to wait a day to run your program and get results back (very slow turnaround) know the value of that skill, we used to call it "desk checking" -- reading through your code and running it in your head and on paper.