Actually, I experienced this just today at Thanksgiving dinner.
My ENTJ dad and I can have multiple threads of conversation going at the same time, and when one of us starts talking about something new and seemingly unrelated to what we were just talking about, I can immediately pick up on the connection and how he jumped from some train of thought to the new one. He'll start laughing because something I or someone else said reminded him of something, and it's as if I'm already in his own head when I know what he's about to talk about afterward. My ISFJ mom usually stares at us in disbelief
Most of the time, I actually find that I'm on the same wavelength as my dad much more than I am my mom..