When you hear a person talking to you, you are not just hearing their voice directly. You also hear their voice reflecting off everything nearby and between you. This includes their chest, your chest, the floor and ceiling, objects. It is called 'ambient sound'. Because those sounds travel further they arrived delayed but your brain processes all the sounds together.
This is important because in recreating sound like in a movie theater, to make it more realistic ambient sounds are reproduced using ambient speakers. If you sat close to them or only heard those sounds, they would be muffled and distorted. When there is a gunshot on screen or a person speaking, a door slamming, the front house speakers broadcast that sound but the ambient reproduce the sound as it would naturally arrive to you in the scene's environment with it bouncing off floors, objects etcetera. Without realizing it, your brain processes all these sounds together and you are more immersed because of it.