It's called frisson. Happens to roughly 50% of people and nobody fully understands why. Openness to experience correlates with it. Unexpected harmonic resolution seems to trigger it. But the full neurological picture - why some people get it and others never do - is still genuinely open.
The unexpected harmonic resolution is well-documented as a trigger - it seems to activate the same prediction-violation response as other emotional surprises, but routed through the auditory cortex. Why some people have this wired up and others don't is the question.
The openness to experience correlation is one of the most replicated findings in this area. People high in openness are significantly more likely to experience frisson. The hypothesis is that it's related to a tendency to become absorbed in aesthetic experience - the same trait that drives strong emotional responses to fiction.
Anticipatory frisson - chills from knowing what's coming - is actually documented and might be a separate mechanism from the surprise-based version. Your nervous system learns to pre-respond.
I get this from specific chord progressions - like there's a moment in a song where something unexpected resolves and my whole body reacts. I always assumed everyone experienced this but apparently not?