It's not uncommon among high level classical musicians apparently.

Personally, I prefer Spotify.

My son, who is an aspiring composer, can do this. It blows my mind, and makes me think of the scene in Amadeus where Salieri is reading the score and hearing it play in his head.

I am a conductor and going through the notes like this is recommended otherwise you might give incoherent instructions later.

I definitely don't prefer it, but I can imagine the music from the sheet music when there aren't more than a couple parts. Some musicians/composers I've worked with prefer listening while also reading the sheet music though.