Yes, I can read/hear a concept and understand it in abstract and visualize it pretty easily, but it will leave my brain just as easily as it entered. Just the way my memory works.
Solved problems speeds up that muscle memory learning process significantly as opposed to going line by line and attempting to generate your own problems/solutions. In addition, you can solve a problem correctly, but not have the correct prose, solution manuals can help there as well.
Edit: Honestly the biggest thing about solving problems is that it gives a sense of progression and a dopamine-reward loop that most people just don't get from reading one line at a time. That being said, good problems and good solutions can be time consuming to generate, so it makes total sense to me that the PhD-level textbooks don't follow that format.