Listeners? What listeners?

Someone once asked me, "When you're on the radio, do you ever imagine the audience listening?"  I replied, "Not really.  To me, it just feels like I'm sitting in a room talking."  Granted, during my everyday life, I don't say, "I just finished the lunch special, brought to me by Imo's Pizza.  Later this hour, I'll check the mailbox and make some phone calls.  Just ahead, after this sip of Diet Pepsi: Feeding the cat.  Will she gravitate toward canned food or dry food?  Stay tuned."  Still, if I don't see the audience I'm addressing, it just feels like I'm talking to myself, and I can't help but sound relaxed.