I've needed to take anc earbuds with me while out now, not to listen to music but just to tone down the noise pollution a bit. You can barely hear nature anyway over all the cars, trucks, lawnmowers, leafblowers, airplanes, and what I think are warehouses. It's been getting worse in recent years and the only way to have a chance at daydreaming is to lower it a bit.

Sadly around here it takes quite a lot of driving to get to anywhere that nature sounds predominate. Between the highways/airports/lawncare it is mostly noise pollution, and I generally find that doesn't work as well for daydreaming.

I often just wear noise cancelling headphones without any music on

I find it impossible to daydream while focused on traffic.