I am exactly the same way.
I have chalked it up to being an idealist at my core. In my mind I will see things in the future in a light of perfection. Of course I remain realistic. I am more speaking of timing, the sounds, sites, and the mood of myself and others. Basically in my mind I can immerse myself completely. When it comes though, I can't do that. I can simultaneously immerse myself in my mind and experience the moment as it is. It's one or the other, and both have their drawbacks. I opt to experience, because if I remain in my head then I feel disconnected and the hindsight memory then becomes negative.
Past experiences seem to get colored with images and feelings that I didn't exactly feel, but felt I should feel. It's a sense of nostalgia really. As time goes by our memories refine themselves whether we are conscious of it or not, and we will condense them down. In doing so it layers things that often are not noticed while experiencing. For me music that I was into during the time period of past events are forever linked. When I listen to the song, it brings back the feelings, the thoughts, the moments, all at once. Everything feels "brighter" because things have been condensed down into something small, and we then experience in our mind, our memories as we idealized what they'd be like in the future.