You can learn it. It's like people think audiobooks are an "easy" way to consume books, but really understanding what I'm listening to has always been more difficult for me than reading.

Digesting what you listen to is a really good skill to have though. I certainly wish I had had it at uni! However I only got into audiobooks last year, autobiographies and non-fiction were the way for me. Fictional novels I still struggle with unless it's something fairly simple (like more conventional whodunnits) with short chapters.

Maybe try something like I'm Glad My Mum Died it's probably the most engaging audiobook I've ever listened to. Read by the author no less and the chapters are super short (a few minutes.)