I do this a LOT! It's one of the main areas of contention between me and others... but it is SO hard to curb.
I do it because I think I know what they are going to say. (I am usually right, but I am fully aware that this is NO excuse for doing it, and that I am not right 100% of the time.)
I do it because I have HAD A THOUGHT(! !!) and I absolutely must let it out, before I forget it or they move onto another point (the person with whom this is worst is ADHD and tends to jump from point to point without a break for me to respond).
I do this because it is hard for me to keep up with multiple steps or long verbal discourse and I need to break it down for myself to comprehend and respond at all (I suspect a subtype of CAPD and am having this investigated).
The effort of not doing it is so intense that it is like trying to hang onto something (i.e., my silence) while being forcefully dragged away from it (i.e., by my thoughts or need to respond), and it usually takes so much work NOT to interrupt that I end up being unable to listen to anything that is said after the point to which I need to respond.
It's a failing. I know. I have to work on it. AS, CAPD, no matter why, it's not an excuse (though it is an explanation) for inappropriate behavior.