This is an interesting question, I hope someone answers!

Edit: I did some googling npr

On functional MRI scans, many different areas of the brain light up when someone is listening to a narrative, Neeley says — not only the networks involved in language processing, but other neural circuits, too. One study of listeners found that the brain networks that process emotions arising from sounds — along with areas involved in movement — were activated, especially during the emotional parts of the story.

Also interesting, maybe not as related to the question:

As you hear a story unfold, your brain waves actually start to synchronize with those of the storyteller, says Uri Hasson, professor of psychology and neuroscience at Princeton University. When he and his research team recorded the brain activity in two people as one person told a story and the other listened, they found that the greater the listener's comprehension, the more closely the brain wave patterns mirrored those of the storyteller.