My dad has the same problem, he turns the lighting button (or whatever it's called) on the TV down so the screen is black but he can still hear it. We also had a TV that he used to set the "sleep" setting on so it would turn off after awhile (ie after he fell asleep).

I sometimes have to have the TV on to get to sleep or else my mind swirls too. I'm lucky in college because I have a roomate who stays up really late because she has class later in the afternoon so she will turn the tv off when she goes to sleep.

I definitely wouldn't call this a strange behavior. Like Rhapsody said, pretty normal in the mental health field and with people overly worked or stressed.