You are not alone. Studies are proving this to be true everywhere and for virtually all readers.
Readers Absorb Less on E Readers
I certainly have the same problem. Reading from a screen does not have the same power to evoke visual imagination and for some reason makes it difficult to retain the information covered, or even to maintain focus on the page. I tend to skim electronic material, rather than absorb it.
I've got nearly 200 books on my tablet, but I find Angry Birds more compelling. I'd rather read from a paper book.
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"I don't mean to sound bitter, cynical or cruel - but I am, so that's how it comes out." - Bill Hicks