Maybe you're more introverted and tend towards learning in an autodidactic way?

Not being like all the other people isn't necessarily a bad thing. Yes, it's difficult to be different. But we should embrace being human and diverse. Everyone learns at their own pace. Some people learn better by watching and imitating, some people like to understand things down to the core and can't just "do this and do that and you're done." And there are different learning styles anyways: Auditory, Visual, Tactile, ...

I just wanted to say you're not alone with that. I also regularly fail to remember dancing steps, when someone shows me how to assemble furniture or do some task. I can't for the life of me remember driving directions. I'd much rather get handed an instruction manual and I can read it at my own pace. Everytime I get what I need and what matches my learning type, I can excel at things, so it's not a lack of intelligence.

And it works, too if you're taught 1 on 1. So you can ask your "instructor" to slow down or speed up things you already know. It's just difficult in group scenarios. And I don't think there is a way around speaking up and letting them show it to you once more. But I think most people should theoretically be able to relate. Other people struggled in maths in school and had things explained to them over and over again, which was super boring to me. But we all grasp different concepts in different amounts of time and we sometimes need to be taught in the way that is right for us individually.

And a last word to climbing: Getting it almost immediately isn't the important part of the knot. The important part is that you never fail to do it correct in the years to come. Where I learned climbing they hand you a scrap piece of old rope and you can practice at home. And the week after you need to demonstrate that you're able to do the knot and check it for correctness. I've been with the (boy) scouts for years, so I could already tie the knot perfectly.

(Edit: "Learning style theories have been criticized by many scholars and researchers. Some psychologists and neuroscientists have questioned the scientific basis for separating out students based on learning style. [...] Many educational psychologists have shown that there is little evidence for the efficacy of most learning style models, and furthermore, that the models often rest on dubious theoretical grounds." Source: Wikipedia)