Ha, I'm glad I'm not the only one who's mind wanders during those things! I've come to believe that it's more a function of having an extremely active mind that prefers to interact over simply receiving information passively. Same thing happens to me during lectures in class. I try to engage my mind with what's being said, looking up relevant passages and asking myself questions about the validity of what's being said.

Also, there's no incompatibility between believing in a higher power and being able to reason. I'm a Christian in his third year of a Computer Science degree at a major university, and I like to think I have some capacity for reason :p