>Does anyone else have this experience?

Oh absolutely. I'll be listening to podcasts while I do chores, walk to work, or work out, and if I rewind to a clip I've already heard, I'll instinctively visualise the place I was walking past or the set of weights I was lifting, lol.

That's indeed how memory palaces work, but funnily enough, when I try to apply that technique intentionally it never did work for me... x)