What is harder? Taking lecture or learning from textbook? Is it weird for finding learning from textbook easier?
People learn differently and you may be an extreme (but not unusual) case. Lectures don't work for many people and, in fact, lectures are overused (IMO) in many fields. 

But, you can't really learn by reading either. Learning requires that you practice and otherwise reinforce whatever it is that you hear/read/see. 

One of the reasons that face to face courses are superior to self study is that an instructor is supposed to be your guide as to how to get that practice. That doesn't come automatically with self study. However, if you know that principle (Learning requires changing the brain) then you have the basis of requiring that practice and reinforcement of yourself. 

But it is even better if you can find an experienced guide, even if not a "lecturer". Such a person can know what you have done and give advice on good ways to proceed next. 



A further comment on lectures may help, in case you must rely on them. Take lots of notes. Do it on paper, not typing into a computer/tablet. The actual handwriting will engage your brain in a different way. I recommend using index cards as you can capture thoughts (rather than trying to "capture every word") and, more important, can organize them later, supplement them, and discard irrelevant notes.