I've definitely been guilty of that. While they are talking, I'd be in my head teeing up my own anecdotes in preparation for when it's my turn to talk. People sense you are doing this and like you said, it's not good for building rapport.

I put it partly down to nerves and lack of social skills. As I'm getting more relaxed I'm consciously trying to listen more and get inside their reality bubble. The difference is noticeable in the positive feedback you get from this.