I get puzzled along these lines regularly. I have difficulty with empathy. I use sympathy instead. But this requires a lot more direct personal experience.
I asked my friend to explain the eroticism of confinement. He referred me to short stories on the Internet. I had actually already read the specific stories, but had assumed that my lack of stimulation implied poor authorship. His recommendation forced me to reexamine these specific stories starting with the assumption that they were erotic and well written.
So I contacted a dominant, Punitor1, through a friend. The dominant got in touch with me and we scheduled a playdate.
The scene was intense. Parts of the scene were designed to transition me from being a top, in bondage, into a submissive.
The scene involved a significant beating with a nightstick, and a lot of time locked in various bondage.
It took about 10 hours before I managed to get into the confined mindset. And it finally happened when I was locked in a set of manacles, in a 1meter cubic pit, with a locked steel grate door, in the dark, in a room with a reinforced metal door, with no exposed hinges. As I teased apart the layers of bondage in my mind I realized that I might be able to escape one or two of them. But that I would still be in bondage. And then I was able to relax into the bondage, and let my mind turn inwards.
Infrared video from the experience is at http://www.ironlockup.com
