They're both perfectly normal; with English, that whole sound-it-out-in-your-head is a useful strategy for decoding unfamiliar words, and a lot of learners do well with phonics; however, with languages like Japanese you have to learn each shape individually, rather than considering it as a string of sounds - a significant number of kids being taught English don't do well with phonics because they're doing this learn-the-shape-of-the-word-and-attach-that-to-a-sound-in-the-air thing, rather than breaking it down into a string of sounds. That's just how their brains happen to work - and if they were learning a different kind of language, it wouldn't register as an issue.

It's not a difference in teaching - it's a difference in learning style. (Are you familiar with Multiple Intelligence Theory? That goes into more detail - but even without breaking learning styles down into a wide range, it's standard practice for teachers these days to actively cater to VAK - that's to say, incorporating Visual, Auditory and Kinaesthetic elements into every lesson, to cater to these three main ways of learning.)

I generally "hear" words in my head too - except when it's a particularly tricky proper name in an unfamiliar language, at which point I can resort to mentally thinking "that word there, with the Ns and Xs and not enough vowels" and not knowing how to say it.