I would agree with that, particularly when i'm listenning to death metal and some more abstract black metal such as ildjarn. I enjoy the unpredictability of death metal in the same way i would classical, the verse chorus structure has simply become boring since listenning to more complex strucutres. I let the riffs and tempo changes flow over me, it sort of carries me along, but that feeling is far more abstract than fantasy worlds created by the listenning. When i listen to say, burzum or Summoning, the best way is to go for a walk, in woodlands or the countryside, instead of imagining the world in my head, i rather enjoy nature listenning to music that worships nature. It gives the most authentic experience. Solitude is also very important for me to get the most out of it. Most of my friends do not enjoy metal, so when i'm socializing rock music is normally in the background, it doesn't require the same amount of attention and it does not get it.
I think its similar to reading a book. When you read a novel, particularly a fantasy novel, its cool to think that countless different interpretations of said world exist in the many different minds who have read the book. The same goes for music, not just the interpretation, but also the feelings it stirs up in you.