Do you know the difference between active listening and passive listening?
Passive listening is what we do when we listen to something without really paying it much attention. Have music on in the background while you cook or clean or take the bus. In this case listening is not the primary activity.
Active listening is listening to music with focus and intensity without distraction.
You need to be engaged and interact with what ever music you are listening to.
Active listening is a skill that can be learnt and like any skill to become good at it you need to practice.