this takes time to learn of course. and individuals handle this differently. i to can't handle interruptions, but when i am focusing a piece of code, and my partner telling me or asking me something about that same piece of code, then for me that's not an interruption. interruptions are notifications and being asked to change the focus on something different. that should not happen when pair programming.
another aspect not mentioned yet, when there is an actual interruption from the outside, one of the people in the pair can handle that interruption, while the other continues to focus. the interrupted one can then jump back in much faster than you would if you were interrupted while alone.