I sort of do, but not very well. For example, in a cozy mystery I was imagining someone was leaning against a wall until they suddenly got attacked from behind. There was no indication of the attacker crashing through the wall like the Kool-Aid guy.
When there's a map, I also have a bad habit of accidentally flipping them in my head so that I imagine characters moving south instead of north. This also occurs in a lot of video games.