My instinct would be to think that they do that too, but at a much slower speed, and are less aware of how they got there. So when you explain a train of thought clearly the speed which u topic switched and the number of times it happened feels overwhelming to them. We also tend to intellectualize a lot of stuff and others do not, so they have probably never internally studied how their own thoughts connect before, so it would seem forieng when explained.

But I'm speaking from instinct here, no evidence.