Listening to music or reading a book is probably a very different experience I'd say. Is not that I can't or don't imagine anything at all, is just that imagining things visually takes a lot of effort just for a blurry image that's gone from my head in an instant. I usually depend on other senses to imagine things, a bit of touch, sometimes hearing but mostly I depend on proprioception (the sense of space) to imagine a complex changing scene.
To maybe understand me try closing your eyes and raise your arm, it can be in whatever position you want. You know exactly where your arm is without seeing it, almost like you could feel the shape of it in a weird way. So when I imagine stuff it feels as extensions of my own body which does have some benefits over visual imagination because I quickly understand how it moves, how the object works without actually seeing it.
So when hearing music I imagine myself doing something, sometimes dancing, sometimes fighting, etc. Of course it usually fits the emotional tone of the song, it can feel very cinematic at times.