There's a physiological reason behind this, and that all depends on the type of ectopic you are getting.
One of the most common ectopic beats include PACs, which are when one part of the atria fires unexpectedly soon. The atria are above the ventricles and are smaller, thus are not as "strong". If you have a PAC, since the atria are so close to the esophagus and vegus nerve, you can very well feel the ectopic.
This is the same with PVCs as well. They are further down and further to the left in the chest cavity, but since the ventricles are stronger, the skipped beat travels up and reverberates through the chest cavity and up to the upper esophagus and larynx, pharnx.
Additionally, if it was a PVC you would be feeling the stronger beat after the skipped beat. In a PVC there's a skipped beat (the ventricles contract early), and the heart waits for another pulse from the SA note, this extra time gives more blood a chance to fill the ventricles. This extra blood (more than usual) causes a much stronger beat. And viola, you get the hard thump.
Hope this helps.