While I noticed this tendency in others and myself, I actively resisted it trying not to be afraid of saying "that still doesn't make sense to me". Perhaps it might be a good idea to frequently repeat that you won't think less of someone for admitting your explanation didn't make sense to them, that it probably has more to do with your explanation than with them?
Sometimes I would fake understanding if I gave up hope of understanding at that time (time constraints, poor explanatory skills etc.) and wanted to drop the topic.
There are plenty of pedagological methods here: one of the most obvious is to ask for anonymous questions to be given in on paper between lectures or halfway through etc.
From the point of view of the student, I also sometimes don't ask for explanation because once people start they don't stop. Often if someone keeps on going they'll make it clear, whereas if you stop to ask they spend 20 minutes explaining it even though you realise what they mean after 2.
Reading Being a teacher made me think about my experiences tutoring university students. I'm a PhD student, so my teaching currently consists of helping first year undergraduates on problem sheets. I think I'm reasonably good- I try to appreciate what difficulties they are having and anticipate them, by explaining what they are doing means, and approaching the problem in different ways.
One constant frustration I get though is that, having explained a problem to a particular student, the student will give me a blank look, and then mutter "ok". I know what that look means, and will ask "so do you understand that?" "sort of...." "well look at it this way....".
Now some of this may come from me- I'm explaining too fast or in a way they don't understand, and my familiarity with the subject, but I suspect some comes from them. It can be difficult to admit one's ignorance, from my own experience. I, and I suspect others who go on to do university maths, was used to being the best or near the best in school, with "being smart" being part of my core identity, something that made me distinct from my more attractive or more fit peers. Getting to university and realising one is having difficulty with even basic questions can be a knock to ones identity. So I hid my ignorance, and did myself damage. I might lose the respect of a tutor, or even a lecturer by admitting my ignorance, but the alternative is to remain ignorant.
I suspect this is a problem that is common among us all. Its a lot easier to pretend we understand, and sometimes it may help- if we want to impress a potential employer we shouldn't admit ignorance (unless the alternative makes us look more ignorant)- but in general admitting ignorance helps us learn. There is (almost) always someone with more knowledge on a particular subject than you, and a failure to use that resource is a failure of rationality.