This is the question on the minds of many people who listen to music performed live.  The only answer I can think of is that listening can become a kind of game in which you engage your sense of internal timing with the performer's who, in turn, is playing with the composer's indications of what, when, and how.
It will not work to be passive, for that leaves you wide open to that feeling of being left out.
Do let someone else have some fun but keep some of it for yourself.


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