It's called sense isolation. The fewer inputs to four of your senses, the greater the efficiency and power of your remaining sense. I think most "audiophiles" have been listening like this since the beginning. Thirty plus years ago my friends and I would lay around, lights out (just a couple of candles), eyes closed, headphones on - only way to hear the Firesign Theatre.
When we feel comfortable and safe, we almost automatically close our eyes while listening to music. I think the more musical (and therefore "right") your system is, the more easily you close your eyes but remain in a state of heighened awareness. It's how we are able to stay up until 2:00am listening to our favorite pieces; really is a form of meditation. Remember, some cultures believe sound is the most powerful force in the universe, more powerful than light.
That's how I learned to love Coltrane, Miles, and Bach decades ago. It also teaches how bad a lot of things are - try to imagine listening to current top 40 radio like this late at night. By this standard, the new Shania Twain record is an abomination. (By the way, how does one take a gorgeous girl like this and make her look so ridiculous as in her new video?)