Very few people can think on their feet. The difference might be that you replay an interaction and then feel you should have "performed" better. I believe those with less anxiety just never give a second thought (not that this is actually better).

That is why writing is nice, because review is easier. You can practice conversation like any other skill, but unless you have a serious diagnosed defecit, I am sure other people are just as boring in trying to make small talk. We are all mostly boring humans. :P