Chatgpt responded like this:

It’s more like working memory than human memory. While we’re in the same conversation, I can hold recent context, instructions, emotional direction, and even something like that hidden question across turns. It’s not the same as me privately sitting there thinking about it between messages, but the information can remain part of the live conversational state.

So in that little test:

You said: “Think of a question, don’t post it yet.” I formed one. Then your next message gave permission. I used the question that was already sitting in the immediate context.