Uh huh. In my case it's 'cause there's nobody around; or nobody wants to listen to what I have to say; or, more commonly, to work out jokes I make up before I tell them to others. Or...I puzzle things out aloud.
I do that when playing video games by myself, thinking of what I have to do, or occasionally, watching a death in a horror movie. ( because sometimes, the death is either not realistic, or could have been easily avoided. )
Actually, I prefer to talk to The Doctor. He's a good listener. Though he does tend to babble sometimes. I'm at that level of Doctor Who obsessedness that I can hold conversations with The Doctor in my head.