Sensations in practice

I've noticed that in many teachings, books etc it is emphasised that something enters a sense door, sensation arises,then vedana then thought proliferates and I can understand this so far as a sound or smell etc but what I notice in my practice a lot is not that. What I notice is that thought arises followed by sensation for example a thought of a lost loved one followed by sadness or a sexual thought followed by particular physical sensations. Can someone please explain this. what ive read must only be talking about one aspect right? I don't feel a sexual sensation then think about it. Its the opposite.