The person who admits confusion has given the conversation a place to improve.

In most rooms, more than one person is lost and everyone assumes they are the only one. Saying so out loud does not slow things down; it locates the exact place where the explanation stopped working, which is information nobody else was going to supply. The speaker gets to fix the right sentence rather than repeating all of them, and the people who were nodding quietly get rescued too.

Be the one who says which part you did not follow, and be specific about where it went. If you are explaining, treat the question as a gift rather than an interruption.