I'm sorry. This happens to me a lot, too.
Usually, it's because the person telling me something thinks I'm paying attention to them when I'm not. Sometimes they speak to me as if I was in the room with them when I'm not.
It's frustrating, but what can you do?
I've asked the people to make sure that we're in the same room, that I'm paying attention, and that I'm even awake when they tell me something they think is important, but this keeps happening.