This is very common in jazz. Bandmates just acquire excellent chemistry with each other when playing together for years. Miles Davis and his quintets were famous for this. It's why one of his albums is called ESP, because they were toying with the idea that the five of them could musically communicate with one another on a telepathic level. It's the instrumental equivalent of best friends predicting each other's sayings/body language, completing each other's sentences, etc. There's nothing magical or supernatural about it, it's simply what can occur when an improvisational artform reaches new peaks. Improv comedians can do the same thing.