people always say things like this: "I don't have any hobbies!" "Oh, I listen to all genres of music." "I'm not political."
But these things are kind of endemic to the human experience. If you pull out your phone and play candy crush (or snake if you're kewl) at the bus stop, that's a hobby, isn't it? Drinking and doing drugs can be hobbies, posting can be a hobby. If you were a brain in a jar, you could still probably count things like mental arithmetic as hobbies. and as someone here already said, daydreaming.
I think it's more of an avoidant tactic than anything. A polite way to say "i don't have anything interesting to say about that."
also! i find that my visual imagination is quite vivid. i can rotate a cow in my head or whatever, and i usually remember my dreams. my dreams affect my daily mood in a huge way and i daydream a lot. i wouldn't really describe it as fun. you get into the habit of staring into space and worrying people. or just ignoring them