When you’re awake and not doing anything in particular, the baseline resting state of your brain activates a “default network,” and one of its functions seems to be tracking your environment and body for possible threats (Raichle et al. 2001).
This basic awareness is often accompanied by a background feeling of anxiety that keeps you vigilant.
Try walking through a store for a few minutes without the least whiff of caution, unease, or tension. It’s very difficult.