If you do this, you stop actively listening. 'Active Listening' is a term which means the ability to listen while paying attention. You might think that you always pay attention when you listen, but when you are proficient in a language e.g. your own language, you are able to be a passive listener most of the time. You only hear the important words in a sentence and your brain fills in the rest.
If you have to listen to important information then you are more likely to listen carefully so you don't miss anything. You may even take notes.
For those of you who keep an eye on my website, you may notice that I have added some activities to the youtube videos of sections of the Life in the UK Test book you will be studying for your test. You can also use these interactive activities as English language practice. The activities include flash cards with some of the key terms used in the section of the book which you are practising, gap fill exercises where you fill in the missing word and listening exercises where you write the term you hear. There are also two games which are a lot of fun!
These activities are free and can be found under the tab 'Youtube videos and activities.'