I've always done this for two reasons, very like what Willard said.
- I am focused on what I am doing (reading, writing, constructing, special interest, or even just thinking). I literally stop being aware of the outside world (not voluntarily). I don't hear calling, notice people approaching, pay attention to weather (i.e., I can be outside thinking and not notice a storm beginning). I have to be "snapped out of it" if people don't want to wait until I am done with whatever my mind is doing.
- I can't handle the external stimuli. I'm not sure whether or not this is voluntary - it's kind of hazy, but I don't think so - but too much outside pressure (irritating or painful noise, too much brightness, a group social situation, etc.) and I just "shut down" and am cut off until the stimuli/pressure ends or I am able to leave.