Air guitarists, living room conductors...when the impulse takes us to mimic the action of the instrument we hear it is as though we are trying to make the sound come from us, as though we are the player or orchestrator.
As for foot tappers, anthem swayers, and dancers...it is not so much that we are responding to the music — as a puppet would to strings — but that we want the music to respond to our actions.
Listening to music is not a solely auditory experience, we associate it with spatial activity and physical movement, and there is evidence that, in the case of trained musicians at least, passive listening can active the motor cortex:
See Involuntary Motor Activity in Pianists Evoked by Music Perception
