I'd guess because that phrasing started as a caption. It's implied the image is the rest of the sentence - "That feeling when you hear a good song [is represented in the image above]"

And now that there are no image attached, it prefixes instead with "[imagine] that feeling when you hear a good song"

I specifically remember thinking the phrasing was funny on its own when it first started getting used

I keep trying and I can't stop. I'm pretty sure I'm infuriating to be around.