“Don’t think you can actually do two things at once. Even when you think you’re doing more than one thing simultaneously—say, driving and talking on a cell phone—you aren’t.”
It’s likely that some of the good feelings we get from climbing comes from the act of focusing on the task at hand. From the climber paying attention only to what is happening right now as s/he reaches for a hold. And because there’s a risk to climbing, it’s even more likely we will focus on what we’re doing.