Listening to audios really is an acquired skill. Especially in today's world when we have attention spans like rabid squirrels. It's a matter of training your brain.
I think with a book it's easier to dose yourself. You can flip forward to see how long the chapter is and see how many chapters there are.
Also in a book it's easier to flip back when something is referring to an earlier moment you want to look at again.
I prefer books, but it's not like I can't listen to audio at all. Reading is more active somehow, you're discovering the words yourself, they're less presented to you. And you are looking at a page, when listening you might look out of a window to something that may distract you.
Also in a book each character has their own voice in your mind, they don't all sound like the reader, even when he/she makes an effort to do different voices (when a reader does that well, it definitely helps me to get more involved).
I think it might help too if the reader is a well known actor, like the ones that have read King stories. If it's a person you like and are familiar with, it's easier to listen to what they're saying.