Most recent case being Mr Robot it was primarily references and connections that went over my head from seasons back. But it's also fascinating to see people's reactions to the same reveals I'm watching. And of course, the predictions. Similar thoughts on Westworld.

The last show I did that with was Lost, albeit not in realtime. So I get what you're saying.

If you don't mind me prying (I'm honestly fascinated), does it feel different watching while not having that simultaneous feed? If so, how?

Not prying at all! I suppose without the feed it's like watching a typical movie in a theater: I'm limited to what I notice/pick up/deduce on my own; and if I miss something I might go the rest of the movie without noticing more things. End result is I might miss fascinating angles I would've otherwise noticed, but still enjoyable.