This kind of telepathy is quite common between people who spend a lot of time together or they have some special connection between them (like love for inst.)
My parents have it too, sometimes in a way that when my dad is very busy with work and my mum would say "come on, dinner is ready, where r u?!" he'd call at once saying "what is it now?!"
really, i am not kidding :o)

And about where or who does this... i haven't heard of anybody practising it here, but from what i know some psychiatrists do that.

If you're looking for a problem, you're probably gonna find one.