Not necessarily, lol. In fact, I think it's quite the opposite w/ most shy people. I often find myself so caught up in day-dreaming or observing one particular person (or scenery) that often times, I'm completely oblivious to what is going on around me. I always feel like I'm being watched, but I have a tendency to pay attention to the WRONG things and the WRONG ppl. Like, I probably wouldn't even know if someone was stalking me, lol. And most shy ppl come off as being the same way. They may observe certain things going on around them, but they usually don't appear to be *fully* aware of what's going on around them.
I know exactly what you mean, I can be so cut off from what's going on around me that I probably come across as not being all there