I do not remember the exact study, but the one I read was pretty eye opening:
A big hotel chain takes a group of housekeepers and told them that their work also doubles as exercise. When compared to the control group, I believe after 8 weeks, the group which told that their work also doubles as exercise lost some weight collectively. Looks like the paper is at [0].
I have also done some further research into this, and found a couple of related studies.
One is [1]. Which simply states that focusing on the muscle group you're working on increases its activity and doubles the build-up. More references are present in the article.
Another study [2], tells that having an external focus point (music, podcasts or something) allows brain to make actions automatic and improve movement efficiency and economy, meaning the energy used is decreased IIUC. Hence, focusing internally makes body to burn more energy.
This study [3] states that listening to well selected music can improve efficiency and work output while reducing perceived strain. Improved efficiency again reduces the burnt calories per fixed time period, hence somewhat reducing the effectiveness of the exercise itself.
Hence, if you want to go far, some music or podcast can be beneficial, but for burning maximum calories in a limited time slot, looks like it reduces the effectiveness of the exercise somewhat.
Hope this helps.
[0]: https://journals.sagepub.com/doi/10.1111/j.1467-9280.2007.01...
[1]: https://larsonsportsortho.com/mind-muscle-connection-can-bui...
[2]: https://pmc.ncbi.nlm.nih.gov/articles/PMC7739707/
[3]: https://pmc.ncbi.nlm.nih.gov/articles/PMC3339578/